QARP - Searching For The Equity Armani: The Rationale For Quality Stocks At A Reasonable Price
2023-05-17 04:13:00 ET
Summary
- Much as in the world of fashion, quality and value are negatively correlated factors in a financial setting as well.
- FTSE Russell takes a comprehensive view to factor construction, believing that a multidimensional analysis best captures the nuances of factor behavior throughout market cycles.
- What is striking about the Russell 1000 Qual2/Val approach is it proves the desired fundamentals for quality and value are not mutually exclusive; indeed the strategy moves in both directions simultaneously.
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Searching For The Equity Armani: The Rationale For Quality Stocks At A Reasonable Price