Performance Measurement & Evaluation
How much correlation is there between consumer and business sentiment metrics and market returns?
Retirement, like life, is fundamentally uncertain. That's why we need to provide clients with more context about what missing their retirement-income goals might look like.
What correlations should we trust? Those based on daily or monthly return data?
Not all traditional investment management techniques are applicable to digital assets, but sector breakdowns, DCF models, and risk factor modeling are solid starting points.
Do local COVID-19 case counts have any correlation with local stock returns?
Economic value of equity (EVE) can help determine how well a company can weather interest rate hikes.
How can investors price NAV valuations and efficiently transfer their eventual risk?
To test the Sharpe Ratio’s effectiveness, we constructed monthly return distributions for global stock market indices to see if any had too much skewness.
What's more critical to investing success: luck or skill?
When valuing companies, "You don't have to be right to make money," Aswath Damodaran says. "You just have to be less wrong than everybody else.”