by Nicolas Rabener | Apr 5, 2021 | Uncategorized
Factor Olympics Q1 2021 And the winner is… April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Q1 2021 featured a major factor rotation Value & Size, the losers of previous years, are leading the scoreboard In contrast, Momentum, Quality,...
by Nicolas Rabener | Mar 22, 2021 | Uncategorized
Myth-Busting: Earnings Don’t Matter Much for Stock Returns If earnings don’t matter, what does then? March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There is no strong relationship between stock returns and earnings This is...
by Nicolas Rabener | Mar 15, 2021 | Uncategorized
Multi-Strategy Hedge Funds: Equity in a Different Shade? Investigating the allocation skills of hedge fund managers March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Investors can outsource the hedge fund selection process to multi-strategy hedge...
by Nicolas Rabener | Mar 8, 2021 | Uncategorized
Does Financial Leverage Make Stocks Riskier? Part II Or asked differently, can companies boost returns via leverage? March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The most leveraged stocks were not riskier than the least leveraged ones on a...
by Nicolas Rabener | Mar 1, 2021 | Uncategorized
Good versus Bad Value Stocks Trying to avoid value traps March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value stocks can be easily filtered by applying quality metrics in order to sort out value traps Value & High Quality generated higher...
