Factor Investing
The relative outperformance of equity risk factors was one of 2022's rare bright spots.
The size factor contributes to portfolio diversification and risk control.
Passive ESG investing has become increasingly active. It’s time for a rethink.
By combining Profitability and Conservatism, we can reduce a portfolio's downside risk and enhance its risk-adjusted returns over the long run.
How do stocks -- specifically sectors and factors -- perform during times of war?
How does skewness in returns relate to other factors in asset pricing?
Outperformance and alpha are not exactly the same thing. So, how do we explain the difference?
Can our Smart Money, Crowd Intelligence, and AI indices beat the S&P 500?
How well has Fama and French's five-factor model explained returns?
How have equal- and market-cap weighted US equity portfolios performed relative to one another during downturns?