value risk v value momentum Correlation 1113

Changing Correlations Between Value, Risk, And Earnings Momentum

As developed markets recover from the global financial crisis, correlations between value, momentum, and risk are changing, and investors will need to come to grips with those changes to get the most out of their portfolios. Fortunately, value and earnings momentum strategies both stand to benefit from these changing correlations.

Correlation between Value and Risk has been coming down

“Ex-post correlation between Value and Risk has gradually been coming off its highs as macroeconomic risk has fallen – i.e. Value is less driven by macro/the . . .


This content is exclusively for paying members. Access all of our content on including years of timeless investment news and in depth analysis for only a few dollars a month by signing up here while also supporting quality content and journalism, or learn more about our premium content here

If you are subscribed and having an account error please clear cache and then cookies if that does not work email and we will get back to you as quick as humanly possible

Saved Articles

Are you a smart investor? Join tens of thousands of sophisticated investor reading our authoritative free newsletter

* indicates required

Opt out of occasional 3rd party offers

Congrats! Are you a smart person? We have a limited time offer for sophisticated and loyal readers like yourself.

Sign up today and get three months free

Use coupon code VIP19 or click on the button below

Limited time offer only expires 8/31/2019 or next 30 13 subscribers whichever comes first – please do not share this discount with others