Most recent articles by Melissa Brown, CFA
Baring the Risks…Behind Those FAANGs
Investors are almost certainly aware of the recent rout in the FAANG stocks, but what happened to their risk, even before this recent episode, may be surprising.
The Markets May Have Gone Haywire, But Factors Have Not
Style factor returns have been remarkably stable despite turmoil in equity markets.
The Increase in Volatility? Yup, It Was Big
The increase in risk over the last month was as big as you thought it was.
Factoring in Volatility
The good news for factor-based investors is that, with a few exceptions, the heightened volatility has not shown up in returns of a number of commonly-used factors.
If “The Market Climbs a Wall of Worry” What Happens When the Market Stops Worrying?
This blog post briefly summarizes the findings from our Q4 Insight Report, with a focus on the conclusions of where stock prices and risk might go from here.