by Nicolas Rabener | Sep 21, 2020 | Uncategorized
Aging & Equities: Selling Stocks for the Long-Term The negative impact of demographics on equities September 2020. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY There is a negative relationship between aging populations and stock valuations Given that...
by Nicolas Rabener | Jul 23, 2019 | Uncategorized
PMI & Equity Factor Performance How Sensitive Are Equity Factors to Changes in the PMI? July 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Value and Size have a positive relationship with the PMI, similar to the S&P 500 Indicates that risk...
by Nicolas Rabener | Apr 29, 2019 | Uncategorized
Equity Factors & The Mighty US Dollar How Sensitive Are Factors to Changes in the USD? April 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARYThe US dollar had a slightly negative relationship with the stock market since 1996Some equity factors are...
by Nicolas Rabener | Jan 21, 2019 | Uncategorized
Corporate Debt in the Chinese Stock Market How levered are Chinese stocks? January 2019. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY China exhibits the world’s highest corporate debt as % of GDP However, Chinese stocks are not significantly more...
by Nicolas Rabener | Apr 30, 2018 | Uncategorized
Equity Factors & InflationShould Factor Investors Prefer Inflation or Deflation? April 2018. Reading Time: 10 Minutes. Author: Nicolas Rabener. SUMMARY Factor performance is impacted by inflation and deflation An inflationary environment is more attractive for...
