Some of functionality may not work while you disabled JavaScript. Enable JavaScript for better User Exprience.
Access here alternative investment news about Factor Olympics 1h 2019 – Valuewalk Premium
LPNEWS

Factor Olympics 1h 2019 – Valuewalk Premium

by valuewalkpremium.com posted 2weeks ago 12 views
We present the performance of five well-known factors on an annual basis for the last 10 years. We only present factors where academic research highlights positive excess returns across market cycles and asset classes. Other strategies like Growth might be widely-followed investment styles, but lack academic support and are therefore excluded. The factors are created by constructing long-short beta-neutral portfolios of the top and bottom 10% of stocks in the US, Europe and Japan, and 20% in smaller markets. Only stocks with a minimum market capitalisation of $1 billion are included.

In this article