by Nicolas Rabener | Apr 5, 2021 | Uncategorized
Factor Olympics Q1 2021 And the winner is… April 2021. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYQ1 2021 featured a major factor rotationValue & Size, the losers of previous years, are leading the scoreboardIn contrast, Momentum, Quality,...
by Nicolas Rabener | Mar 1, 2021 | Uncategorized
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...
by Nicolas Rabener | Feb 19, 2021 | Uncategorized
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...
by Nicolas Rabener | Jan 4, 2021 | Uncategorized
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...
by Nicolas Rabener | Dec 14, 2020 | Uncategorized
The Value Factor’s Pain: Are Intangibles to Blame? What is driving the value factor? December 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY The rise of intangibles has been increasingly used as an argument for the poor performance of the value...
