Tag Archives: value factors
Assessing the Potential of Value Factors in the Indian Market
The value factor looks to bucket stocks that have inexpensive valuation and trade at a discount to their fundamental value, with the hypothesis that inexpensive stocks should outperform overvalued stocks. Observations in empirical research suggested that the value factor performed best when the economy was in recovery and growth was accelerating from trough.[1] We recently…
- Categories Factors, India, Uncategorized
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- Factors, India, Uncategorized
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Examining Sector and Factor Performance in the Third Quarter of 2016
High beta, value factors among the star performers, while low volatility lags amid heightened appetite for risk The high beta, value and size factors outperformed the broad-market S&P 500 Index by a sizeable margin during the third quarter, with the S&P 500 High Beta Index gaining 12.18% during the three-month period – outpacing all other…
- Categories Factors, S&P 500 & DJIA
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- Factors, S&P 500 & DJIA
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