Good versus Bad Value Stocks

Good versus Bad Value Stocks Trying to avoid value traps March 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value stocks can be easily filtered by applying quality metrics in order to sort out value traps Value & High Quality generated higher...

Oh, Quality, Where Art Thou?

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...

Factor Olympics 2020

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...

Don’t Get Carried Away by Carry

Don’t Get Carried Away by Carry  Observing unusual but insightful cross-asset relationships October 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Carry across asset classes has not performed strongly over the most recent decade Currency carry...