Performance Overview Of Bernstein’s New Alpha ModelVW Staff
Bernstein Research analysts Vadim Zlotnikov, Ann Marie Larson and Charles Clavel provide insights into the “live” 12-month U.S. Bernstein Alpha Model and its year-to-date performance.
The 12-month U.S. Bernstein Alpha Model
The model has a modular structure and rests on four core components, based on the source of expected alpha:
- Stock selection
- Industry rotation
- Regime timing
- Factor timing
The stock selection component segregates between under- and out . . .
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