Finominal

Finominal provide the best tools for portfolio analysis, ETF screening, performance benchmarking, alpha analysis, factor analysis, strategy backtesting, and more.

Nicolas Rabener
  • Nicolas Rabener

Beta in Beta-Neutral Factors?

1. Beta-neutral value, momentum, and low volatility factors are currently highly correlated to the S&P 500 2. The correlation is temporary rather than structural 3. Likely explained by the downturn in tech stocks that benefits these factors

ResearchPool Subscriptions

Get the most out of your insights

Get in touch