Musing about S&P 500 Valuations

Musing About S&P 500 Valuations Seeking greener pastures November 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The valuation of the S&P 500 depends on portfolio construction Analyst EPS projections are likely overly optimistic PEG ratios of...

Measuring Factor Crowding via Valuations

Measuring Factor Crowding via ValuationsInvestigating Crowd Control Measures for Factor Investing June 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYFundamental factor valuations can be used to identify factor crowdingHowever, the approach does not...