by Nicolas Rabener | Nov 22, 2021 | Uncategorized
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...
by Nicolas Rabener | Oct 25, 2021 | Uncategorized
Does the Equity Market Lead the Currency Market? Market timing should be impossible October 2021. Reading Time: 10 Minutes. Author: Kaushik Ganesan. SUMMARY Past equity market returns seem to predict currency returns Such a currency timing strategy may be interesting...
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. This research note was originally published by the CFA Institute’s Enterprising Investor...
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. This research note was originally published by the CFA Institute’s Enterprising...
by Nicolas Rabener | Jun 21, 2018 | Uncategorized
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...
