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Quality and Low Volatility: The Factors That Get No Respect
Manage episode 449389012 series 3614383
Conteúdo fornecido por Jack Forehand, Justin Carbonneau and Matt Zeigler, Jack Forehand, Justin Carbonneau, and Matt Zeigler. Todo o conteúdo do podcast, incluindo episódios, gráficos e descrições de podcast, é carregado e fornecido diretamente por Jack Forehand, Justin Carbonneau and Matt Zeigler, Jack Forehand, Justin Carbonneau, and Matt Zeigler ou por seu parceiro de plataforma de podcast. Se você acredita que alguém está usando seu trabalho protegido por direitos autorais sem sua permissão, siga o processo descrito aqui https://pt.player.fm/legal.
In this episode of Two Quants and a Financial Planner, we dive deep into the world of quality and low volatility factors in investing. We explore how these factors work, their academic foundations, and their practical applications in portfolio construction. We discuss the definitions of quality and low volatility, examining how they're measured and why they can be valuable additions to investment strategies. We also look at the behavioral aspects that make these factors effective, particularly in helping investors stick to their long-term plans. Using real-world examples, we analyze several ETFs that employ quality and low volatility strategies, demonstrating how to use tools like Validea to understand what's really going on under the hood of these funds. We examine sector exposures, factor tilts, and how these ETFs might fit into broader portfolio strategies.
We hope you enjoy the discussion.
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