Insights by Tag:

Valuation

Market
Fama and French simulation: Amazon delivers

19 Aug 2020

Fama and French simulation: Amazon delivers

The next section of the analysis is based on the Fama and French 5-Factor model.

Market
Monte Carlo simulation: Q2 best single stock sellers on track to beat indices, ETFs

18 Aug 2020

Monte Carlo simulation: Q2 best single stock sellers on track to beat indices, ETFs

SRP research analyst Filip Dyankov performed a Monte Carlo simulation of the top 10 most sold structured products, and the top 10 products with the highest sales volume maturing in the US market during May and June to predict prospective capital returns and annualised performances.

Regulation
SEC settles with US hedge fund SBB’s auditor

13 Mar 2020

SEC settles with US hedge fund SBB’s auditor

Good news for SBB Research Group: the auditor of the Chicago-area hedge fund adviser charged by the US Securities and Exchange Commission (SEC) with a material misstatement associated with SBB's valuation of the structured notes included in its funds has settled with the regulator over improper conduct.