Click HERE to Listen to Our Webinar with our Partner MSCI Barra:
A few of the topics discussed
- How are fundamental investors using factors TODAY, without compromising the investment process?
- Learn how investors use factors to reduce risk, and find new ideas to match their investment philosophy For example, a question we hear often: How much of the price return is based on factors (things) outside my control?
SHAK's Price Return for the YTD is -35.75%
But, exposure to multiple factors explains a stock that should be down -49.39%
That means Alpha of 13.64% was created. Congrats!
Other intelligence, such as Price Target, Position Size, Days to Report, etc. are configured by you
Dig Deeper. Which Characteristics are Helping or Hurting Us?
The Market only accounts for -20.93% of the losses
SHAK's exposure to the consumer sector adds another -21.46%
But, the fact that SHAK is a Small Cap Name has hurt the company by -6.20%
Size (meaning larger stocks) has outperformed over this period, contributing 3.53% to the performance of the world markets. This means that a large portion of SHAKs negative performance is attributable to being a small company.
Let's Keep Digging.
Putting Size into "Context"
"What is the Actionable Insight"
Large stocks haven't performed this well since the early 2000's
SHAK could have a tailwind if investors return to smaller names
Perhaps we can add to SHAK or look for other small names where fundamentals haven't changed
Prioritize Your Funnel & Find New Ideas
Filter for new ideas based on unique opportunities and insights (ex. Small Size and High Leverage)