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Tag Archives: capacity-adjusted dispersion

Mar 11, 2022

Style Perspectives In Vogue

U.S. equities have had a tough start to the year amid rising inflation concerns, anticipated rate hikes by the Federal Reserve, earnings misses from several mega-cap companies, and ongoing geopolitical tensions emanating from the Russia-Ukraine conflict. Exhibit 1 shows that the S&P 500®, S&P MidCap 400®, and S&P SmallCap 600® all declined in the first…

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Aug 18, 2020

S&P 500 and the U.S. Presidential Election

2020 has certainly been an extremely unusual year as economies, companies and individuals have grappled with the impacts of COVID-19.  Although this year’s market movements have arguably been even more difficult to predict than usual, and many active managers were wrong-footed earlier this year, investment outlooks have kept at least one eye on the outcome…

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Nov 20, 2018

Valuing Research: Three Questions

We recently introduced a new measure, capacity-adjusted dispersion, to help conceptualize the relative value of research across different markets.  Intuitively, capacity-adjusted dispersion combines the potential opportunity for outperformance (dispersion) and the potential size of active positions (capitalization) in a given market.  Exhibit 1 shows the capacity-adjusted figures for several markets, globally.  All else being equal,…

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