by Nicolas Rabener | Jun 30, 2023 | Uncategorized
Factor Olympics 2023 1H And the winner is… July 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY All popular factors generated negative excess returns in 1H 2023 Small caps performed best, low-risk stocks worst Somewhat surprisingly, long-short...
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 | Mar 5, 2023 | Uncategorized
Shorting Lousy Stocks = Lousy Returns? Even the worst stocks have their time in the limelight March 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Shorting stocks with poor features was unattractive throughout most of the last decade Combining...
by Nicolas Rabener | Feb 6, 2023 | Uncategorized
Growth ETFs: Performance & Factor Exposures Neither performance nor factor exposures are desirable. February 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYGrowth ETFs are not very differentiated, despite growth having various interpretations34...
by Nicolas Rabener | Jan 3, 2023 | Uncategorized
Factor Olympics 2022 And the winner is… January 2023. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY 2022 is the best year for factor investing over the last decade Value generated the best and size the worst return in 2022 Despite the strong...
