by Nicolas Rabener | Apr 1, 2025 | Uncategorized
Factor Olympics Q1 2025 And the winner is… April 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum and low volatility maintain their winning streak Value rebounded from negative to positive, while quality moved in the opposite direction...
by Nicolas Rabener | Mar 24, 2025 | Uncategorized
Factor Exposure Analysis 113: Profitability vs Leverage Factors What quality and growth factors should investors be using in a factor exposure analysis? March 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Funds’ factor betas change when using...
by Nicolas Rabener | Mar 16, 2025 | Uncategorized
Factor Exposure Analysis 112: Quality vs Growth Factors What equity factors should be used in a factor exposure analysis? March 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The number of independent factors in a factor exposure analysis is...
by Nicolas Rabener | Mar 3, 2025 | Uncategorized
Are Low-Risk Stocks Really Low-Risk? Why are there no funds offering exposure to the best-performing factor? March 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The long-short low volatility factor generated a higher long-term return than momentum,...
by Nicolas Rabener | Feb 24, 2025 | Uncategorized
Checking in Buffermania Do buffer funds protect on the downside yet participate on the upside? February 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The AUM of buffer funds has grown from $5bn to $50bn in four years Somewhat surprising, as these...
