ussmartbetafunds_usequityriskmodel_marketsectorfactorpredictedactualreturncorrelation

Chart of the correlations between predicted returns constructed using a two-factor statistical equity risk model and actual historical returns for over 200 U.S. smart beta equity ETFs

U.S. Smart Beta Equity ETFs: Correlation between a single-factor statistical equity risk model’s predictions and actual monthly returns

U.S. Smart Beta Equity ETFs: Correlation between a single-factor statistical equity risk model’s predictions and actual monthly returns

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