19 settembre 2022

CAPE® diventa globale con lo Shiller Barclays CAPE® Global Sector Index

L'indice è ideato per offrire esposizione al mercato azionario globale con un orientamento al valore ed è rivolto a investitori buy and hold con orizzonte temporale pluriennale

Con la rinascita del Value investing, il professor Shiller e Barclays hanno esteso la loro affermata gamma di indici ai settori globali. Avvalendosi delle ultime teorie del professor Shiller e di Barclays, basate su decenni di ricerche condotte dal professor Shiller, lo Shiller Barclays CAPE® Global Sector Index è ideato per offrire al mercato azionario globale un orientamento al valore ed è rivolto a investitori “buy and hold” con orizzonte temporale pluriennale. Iniziando con un universo di dieci settori, l'indice globale procede in modo sistematico a individuare e allocare il Price momentum più positivo ai settori globali sottovalutati.

L'indice mira alla sovraperformance applicando il Relative CAPE per individuare i settori sottovalutati destinati a rendimenti superiori. Inoltre, l'indice unisce Value e Momentum per evitare potenziali settori “Value trap”.

Nel 2012, il professor Shiller ha stretto una partnership con Barclays per sviluppare la prima famiglia di indici Shiller Barclays CAPE®.

Per scoprire maggiori informazioni sull'Indice e sull'ultimo decennio di collaborazione, cliccate qui.


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The Shiller Barclays Indices have been developed in part by RSBB-I, Llc, the research principal of which is Robert J. Shiller.  RSBB-i, Llc is not an investment advisor, and does not guarantee the accuracy or completeness of the Shiller Barclays Indices or any data or methodology either included therein or upon which it is based. Neither RSBB-I, Llc nor Robert J. Shiller or any of their respective partners, employees, subcontractors, agents, suppliers and vendors (collectively, the “protected parties”), shall have any liability, whether caused by the negligence of a protected party or otherwise, for any errors, omissions, or interruptions therein, and make no warranties, express or implied, as to performance or results experienced by any party from the use of any information included therein or upon which it is based, and expressly disclaim all warranties of merchantability or fitness for a particular purpose with respect thereto, and shall not be liable for any claims or losses of any nature in connection with the use of such information, including but not limited to, lost profits or punitive or consequential damages, even if RSBB-I, Llc, Robert J. Shiller or any protected party is advised of the possibility of same.

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