Lenses

This week we explore whether factors have an unusually high or low impact during elections along with implications for active stock pickers.

We discuss the two different ways to build a beta which is a key measure that helps investors understand how an asset behaves relative to the broad market.

Continuing our examination of IPOs, we explore how to create better risk hedges than the traditional ETFs that PMs tend to use.

We examine analyzing IPOs from a risk modeling perspective and investigate tools available to limit the potential downside.

We examine trends in high vs. low volatility stocks and their impact on volatility-based investment strategies.

We dig deeper into the securities behind Volatility’s bullish trend and explore what is driving its performance.

We examine the 2020 resurgence of the Volatility factor and compare its recent behavior to its positive trajectory in 2009.

We decompose the S&P500 into FAAANM and non-FAANM portfolios and observe surprising recent trends.

Introducing Smart Trades, our newest feature that allows you to create hedge baskets to offset factor exposure in your portfolio

We use factor mimicking portfolios to better understand the relationship between interest rates and performance of the Value factor.