Is the low volatility-anomaly universal?

Categories: General Market Analysis, Investment Management, Investor Education, Equity Investments

Country or region: Asia Pacific (Overall)

Summary:
The low-volatility anomaly challenges the conventional wisdom about risk and return. Low-volatility stocks, by definition, exhibit lower risk, but they have also outperformed their benchmarks over time around the globe.


Reference URL: https://spindices.com/documents/research/research-is-the-low-volatility-anomaly-universal.pdf


Date of original publication:

05/07/2019


Statistics
Total Views: 23735
Total Downloads: 61

Share Article

Reader Comments

No comments made on this post yet

Note

If you have any copyright and other associated infringements related to this item, please click on the Terms and Conditions link where you will be directed to the Digital Millennium Copyright Act (DCMA) that will outline the procedure for raising your concern.

If you have any concerns with the content of the item [e.g., offensive language and/or material, inappropriate material] then please proceed to utilize the Contact Us form. Remember that when using the Contact Us form, please ensure you reference/cite clearly the item in question (e.g., name of article, author(s) of article) and the nature of the complaint.

Categories