FTSE Global Stability Index Series provides style-based benchmarks that offer more detail and specificity for investors, and add a third dimension to the FTSE Global Style indices, independent from other definitions of style (i.e. growth and value). The indices measure a portion of the market based on the sensitivity to economic cycles, credit cycles and market volatility, referred to as stability. Stability is measured at the company level in terms of volatility (price and earnings), leverage and return on assets. The more stable half of the index is called the Defensive Index® and the less stable half is called the Dynamic Index®.
FTSE Russell is one of the first to combine quality indicators (balance sheet and earnings-related measures) and a stock market indicator, volatility. As a result, FTSE Global Stability indices are more comprehensive than other indices that historically focus on single measures such as dividends or return volatility.
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Key resources
Factsheets
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FTSE All-World Defensive and Dynamic Indices
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FTSE Developed Defensive and Dynamic Indices
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FTSE All-World ex US Defensive and Dynamic Indices
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FTSE Developed ex Eurozone Defensive and Dynamic Indices
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FTSE Developed Europe Defensive and Dynamic Indices
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FTSE Developed Europe ex UK Defensive and Dynamic Indices
Methodology
Index resources
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