Finominal - Beta in Beta-Neutral Factors?

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Finominal

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

17/01/2023 1 EN

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Finominal

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

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Nicolas Rabener

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