Quality and Low Volatility: The Factors That Get No Respect

Excess Returns

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Опубликовано:

18 сен 2024

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Комментарии : 11

@MichaeldeSousaCruz 2 дня назад

Quality and Low Volatility, the Rodney Dangerfield of Investing. Good one, guys! 👍

@ExcessReturns 2 дня назад

Thank you!

@vpandemix 2 дня назад

The 'right' way to invest in low beta/low vol is to lever them up to beta=1. It's amazing to me that there is no ETF that does this. You don't even need that much leverage to do this. Meanwhile we have 3x or 5x microstrategy with ridiculous vol

@jesterz4635 2 дня назад

Rock hard and locked in for this one.

@HepCatJack 2 дня назад

The category of the factors that get no respect could be called the Rodney Dangerfield factors.

@ExcessReturns 2 дня назад

We should have used that for the title.

@value_validate День назад

I can't imagine not knowing what companies are in my portfolio 😭 y'all are either brave, or drunk on stats papers

@ExcessReturns 19 часов назад

We do like to throw down a few stats papers from time to time

@value_validate 18 часов назад

@@ExcessReturns haha if that's not the ideal boys night, then I don't know what is!

@zetaconvex1987 2 дня назад

You guys waffle too much.

@value_validate День назад

Blueberry pie + pizza pie = Sweet and Savoury With a side of low vol factor 🤌