Minimum Variance: A Leg Up on Geopolitical Risk?
In our latest paper, we examined the impact of recent market risk events on a range of STOXX® minimum-variance indices vis-à-vis their corresponding global and regional broad benchmarks.
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Factor Reversal Halts, but Volatility Remains Elevated
While last week’s sharp reversal of factor returns has halted, higher levels of factor volatility persist.
Do Yield Curve Inversions Impact Factor Performance?
A client recently asked an intriguing question: “Do style factors behave differently after a yield-curve inversion?” One might think they would, but that turned out not to be the case.
These stocks may be crowded … But it doesn’t mean they are riskier than they used to be
We ran a risk analysis of the 19 stocks the WSJ recently listed as some of the market’s most crowded trades, compared with the broader market.