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Impact Investing

IPE special report May 2018


State Street’s online tools

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State Street Corporation has launched a range of index designated investment research tools based on portfolio flow information, which it says will allow investment managers to incorporate measures of market conditions and environments into decision making.
The on-line tools, which the institution developed in conjunction with its subsidiary State Street Associates, make use of knowledge gained from the $5.3trn of assets it holds under custody. This adds up to 12% of the world’s tradeable securities.
The tools are available to clients through the company’s Global Link platform, and include the State Street Portfolio Holdings Index, and the State Street Portfolio Flow Indicator. The holdings index reflects investors’ current views on particular markets by showing whether they are long or short relative to the benchmark. The flow indicator shows where assets are flowing globally.
The State Street Contagion Index shows whether events in one market are spreading to other markets, while the State Street Liquidity Index helps fund managers judge the timing of their decisions by looking at price movements in different environments and indicating whether markets are in a liquid or illiquid period.
The last tool, the Chow/Kritzman Portfolio Optimiser, helps managers optimise their portfolios in the light of information from the four indices.

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