by Nicolas Rabener | Feb 19, 2021 | Uncategorized
Oh, Quality, Where Art Thou? Highlighting the reduced upside but full downside capture of quality ETFs January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Quality and quality income ETFs have underperformed the S&P 500 since 2005 The most...
by Nicolas Rabener | Feb 19, 2021 | Uncategorized
Myth-Busting: Low Rates Don’t Justify High Valuations Analyzing interest rates & P/E ratios across stock markets January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY High equity valuations are frequently justified by low interest rates...
by Nicolas Rabener | Jan 11, 2021 | Uncategorized
Factor Exposure Analysis 102: More or Less Independent Variables? The challenges of regression analysis January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There are few alternatives to regression analysis when explaining investment performance...
by Nicolas Rabener | Jan 4, 2021 | Uncategorized
Factor Olympics 2020 And the winner is… January 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Momentum has been the clear winner across markets in 2020 Value has been the laggard like in recent years Low Volatility ended a 10-year fantastic...
by Nicolas Rabener | Dec 14, 2020 | Uncategorized
The Value Factor’s Pain: Are Intangibles to Blame? What is driving the value factor? December 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The rise of intangibles has been increasingly used as an argument for the poor performance of the value...
