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Fama and French

Products
Smart beta perspective: Apple scores highest across factors

20 Aug 2020

Smart beta perspective: Apple scores highest across factors

In the third part of our analysis, we look at some of the most widely used underlyings in the US structured products market and evaluate them based on their value/growth, volatility, momentum, and dividend income.

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.