Yes, We’re Going There – Gauging Factor Sensitivities in a Multifactor World

Markets ETF Trends

For any multifactor investor, it’s critical to really put the microscope on the excess returns of a fund to try and identify the main return drivers. And a good starting point is probably to regress a fund’s excess returns on a number of single factors to determine two things: the right factors that explain the…Click to read more at ETFtrends.com.

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