S&P becomes master of the inverse

The return of the index has an inverse relationship with the total return of the S&P 500 which includes both dividends and price movements. While the costs of borrowing the securities are not included in the calculation, there is an adjustment to reflect the interest earned on both the initial investment and the proceeds from selling short the securities in the S&P 500. “There are a number of reasons for the launch of the inverse index,” says Srikant Dash, head of global research and design

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