by Nicolas Rabener | May 1, 2023 | Uncategorized
Upside versus Downside Stocks There is more upside in downside, and more downside in upside stocks than expected. April 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Stocks can be ranked by their upside and downside betas to the S&P 500 Results...
by Nicolas Rabener | Apr 3, 2023 | Uncategorized
Factor Olympics 2023 Q1 And the winner is… April 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY After a great 2022 for factor investing, this year has started negatively for all traditional factors Perhaps this can be attributed to a revival...
by Nicolas Rabener | Jan 3, 2023 | Uncategorized
Factor Olympics 2022 And the winner is… January 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY2022 is the best year for factor investing over the last decadeValue generated the best and size the worst return in 2022Despite the strong returns,...
by Nicolas Rabener | Oct 3, 2022 | Uncategorized
Factor Olympics Q3 2022 And the winner is… October 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYValue is leading the performance scoreboard in YTD 2022Low volatility is the worst-performing factorOddly, the value and low volatility factors...
by Nicolas Rabener | Jul 4, 2022 | Uncategorized
Factor Olympics Q2 2022 And the winner is… July 2022. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYValue is the clear winner of YTD 2022Value, Momentum, and Low Volatility factors were positively correlated, which changed to previous yearsThe...
