S&P launches indexes to measure risk premiums between asset classes
Standard & Poor's has launched four indexes to measure risk premiums, which have gained a lot of interest from product providers.
Standard & Poor's (S&P) has created a series of indexes that will make the risk premiums that exist between different asset classes in the US directly investable for the first time.
The indexes track take a pair of sub-indexes and are calculated by going long one index and short the other. For example, the Equity Risk Premium measures the spread of US equities over the returns of long-term government bonds by going long the S&P 500 Futures Excess Return Index and short the S&P 30-Year US
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