When it comes to European Sectors, don’t bank on Banks!

Banks in the Eurozone have suffered from the impact of the pandemic. Since the market peak of Feb. 19, the EURO STOXX Banks index has recorded a drop of 46%.

Posted 04.01.20 Diana R. Baechle, PhD

To Combine Factors or To Combine Portfolios? That Is the Question for the Smart Beta Investor…

The launch of the STOXX factor indices has enabled us to do more research into a variety of factor-related topics.

Posted 01.29.20 Melissa R. Brown, CFA

Value Takes a Beating as Tech Stocks Surge

It’s no secret that tech stocks are driving markets higher and have been important contributors to portfolio returns. But what about their impact on value-based strategies?

Posted 02.11.20 Melissa R. Brown, CFA

How the coronavirus killed portfolio diversification

The extraordinary market movements over the past few weeks have thrown long-established cross-asset class correlations into disarray.

Posted 03.24.20 Christoph Schon, CFA, CIPM

With Recent Performance Weak, It’s Time to Look at the Facts Behind Factor Investing…

Factor indices have been underperforming of late. For investors with shorter investment horizons, that may be enough said. But what about those with a long-term focus?

Posted 02.03.20 Melissa R. Brown, CFA

Bank credit spreads: Will this time be different?

As share prices plummeted in late February and early March, corporate-bond risk premia exploded at rates not seen since the aftermath of the Lehman Brothers default.

Posted 04.01.20 Christoph Schon, CFA, CIPM