by Nicolas Rabener | Oct 6, 2025 | Uncategorized
Factor Olympics Q3 2025 And the winner is… October 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The momentum factor increased its leadership position The low volatility factor moved from second-best to worst performance Market-neutral factor...
by Nicolas Rabener | Aug 25, 2025 | Uncategorized
Quality vs Growth Factors Why do high ROE stocks outperform high-growth ones? August 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Quality and growth factor returns differ between research and reality Most generated negative excess returns...
by Nicolas Rabener | Jul 7, 2025 | Uncategorized
Factor Valuations: Current vs Historical What’s cheap, what’s expensive? July 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Some factors are trading at historically low valuations Cheap stocks are cheap, high momentum and profitable...
by Nicolas Rabener | Jul 1, 2025 | Uncategorized
Factor Olympics 1H 2025 And the winner is… July 2025. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Only momentum generated meaningful excess returns year-to-date Value and small-cap stocks underperformed Market-neutral factor returns continue to be...
by Nicolas Rabener | Jun 23, 2025 | Uncategorized
Factor Optimization via ETFs Is a value ETF necessary to gain exposure to the value factor? June 2024. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor exposures can be acquired from various sources For example, energy stocks are cheaper than stocks...
