Tag
#factor-investing
16 articles
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Building a Factor Scorecard: Turning Definitions Into a Repeatable Score
A factor scorecard converts factor definitions into one comparable number per stock. Here is how to build one that is precise, point-in-time, and honest about what it cannot see.
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Factor Crowding Explained: When Too Much Money Chases the Same Signal
Factor crowding is what happens when many investors hold the same factor exposure at once. It raises valuations, correlates positions, and makes unwinds sharper.
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Factor Cyclicality and Drawdowns: Sizing for the Droughts
Factors go through long periods of underperformance. Factor cyclicality analysis measures how deep and how long those droughts run, so position sizing and governance can survive them.
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Factor Exposure Analysis: What Your Portfolio Is Actually Exposed To
Factor exposure analysis measures which characteristics, such as value, quality, momentum or size, actually drive a portfolio, using holdings-based scores or returns-based regression.
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Factor Investing in India: What Factors Are and How They Are Measured
Factor investing groups stocks by measurable characteristics such as value, momentum, quality, size and low volatility, then studies how those groups behave over time.
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Momentum Investing in India: How It Is Practised, and Where It Hurts
Momentum investing buys what has already been going up, on a rule rather than a view. Here is how momentum is defined, how it is run in India, and its real risks.
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Multi-Factor Investing Explained: Blending vs Integrating
Multi-factor investing combines several return drivers such as value, quality, momentum and low volatility into one portfolio, either by blending sleeves or by integrating scores.
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Portfolio and Backtest Metrics, Explained: The Complete Guide
A plain-language guide to the metrics behind portfolio and strategy analysis: risk-adjusted returns, drawdown, factors, backtesting, and the market data behind them.
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Quant Investing in India: The State of It, Plainly
Quant investing means decisions driven by measured data and explicit models. Here is what that looks like in India today, the data realities, and the honest limits.
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Smart Beta Funds in India: What They Are and How to Evaluate One
Smart beta funds track a rules-based index built on factors like value, momentum, quality or low volatility. Here is the Indian menu and how to assess one honestly.
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What Is the Low Volatility Factor? The Low Vol Anomaly, Explained
The low volatility factor tilts a portfolio towards steadier stocks. It exists because calmer shares have historically not been punished the way risk theory expected.
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What Is the Momentum Factor? Lookback Windows and Crash Risk
The momentum factor ranks stocks by their own past price trend over a lookback window, usually skipping the most recent month, and holds the strongest performers.
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What Is the Quality Factor? Profitability, Stability and Leverage
The quality factor ranks stocks on measurable business characteristics: profitability, earnings stability and balance sheet strength, then holds the highest scoring names.
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What Is the Size Factor? The Small Cap Premium and Its Caveats
The size factor tilts a portfolio towards smaller companies. The historical small cap premium is real in the data but heavily qualified by liquidity, survivorship and cost.
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What Is the Value Factor? Cheapness Measures and Value Traps
The value factor ranks stocks by how cheap the price looks against a fundamental anchor such as earnings, book value, sales or cash flow, then holds the cheapest slice.
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Same Score, Different Stock: What Factor Ratings Can Hide
Two stocks can reach the same composite score through opposite strengths. Read value, quality and trend separately before trusting the total.
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