Compendium of Live ETF Factor/Niche Premium Capture Tests
March 12, 2024 - Big Ideas, Investing Expertise
Some exchange-traded funds (ETF) focus on capturing potentially attractive factor premiums or thematic niches. Their histories offer a way to test these concepts live. We have conducted many such tests, listed here to offer a global view. “U.S. Equity Premium?” – evidence from simple tests on about 21 years of data suggests that stock market… Keep Reading