Sentences with phrase «introduction factor investing»

Factor exposure should be considered a source of returns as well as of risk Factor biases can be measured top - down or bottom - up The results of the two approaches do not necessarily reconcile INTRODUCTION Factor investing has become immensely popular in recent years and assets in smart beta products

A frequent criticism of factor investing is that factor returns are stronger in small caps Our research highlights that this is not uniformly true across factors Value and Size benefit most from including small caps INTRODUCTION Factor investing can be challenged in many ways.

Not exact matches

SUMMARY Smart beta ETFs are based on factor investing research Excess returns from smart beta ETFs are different from factor returns Investors need to be aware that smart beta ETFs offer little diversification for an equity - centric portfolio INTRODUCTION Blackrock, a provider of active and passive

Equity factors can be valued using fundamental metrics Value and Size are cheap while Low Volatility and Growth are expensive Likely more meaningful for medium - to long - term than short - term investors INTRODUCTION The term «Factor Investing» reached an all - time high this year according to Google

Gold coins allow the introduction of numismatics as an additional factor into the valuation of gold bullion while still being an extremely handy way to invest in physical gold.