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Point of View · 03.19.24

March S&P 500 Index Rebalance: Subtle Shifts, More Complexity

The addition of midcap companies caused subtle shifts in index composition and interesting trading patterns.
  • Index Equity
  • Equity Insights
  • Portfolio Construction
Key Points
What this is
We analyze the additions, deletions and weighting changes of the rebalance.
Why it matters
Quarterly changes in indexes over time can impact the composition and performance.
Where it's going
Additions to the index included upgrades from the midcap index , which made trading patterns more complex.
Main Point

March S&P 500 Index Rebalance

The March rebalance reversed recent trend in its overall trade size with this event being smaller than the previous three quarters, which all contained large additions straight into the index. This rebalance only includes additions that are upgrades from the S&P Midcap 400 Index.

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