Tag: Fama and French
Smart beta perspective: Apple scores highest across factors
North America | Products
20 Aug 2020 by Filip Dyankov & Yordan Ivanov
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.
Fama and French simulation: Amazon delivers
North America | Industry
19 Aug 2020 by Filip Dyankov & Yordan Ivanov
The next section of the analysis is based on the Fama and French 5-Factor model.
