SCHA is Schwab's well-diversified small-cap blend ETF, offering investors exposure to 1,750 companies for just 0.04% in annual fees. This expense ratio is second-lowest in the category. While limiting ...

AFLG is an actively managed large-cap fund aiming to outperform the S&P 500 Index using a proprietary multi-factor model. Its expense ratio is 0.55% and AFLG has $237 million in assets. AFLG ...

The Alpha Factor Library, which was launched in 2008 and is available on the S&P Capital IQ platform and the vendor’s Xpressfeed datafeed, provides access to a range of investment strategies—or “alpha ...

Alpha represents the excess returns over any specific benchmark such as an equity index. This factor is typically represented by stocks that have demonstrated strong outperformance against benchmarks, ...

Example 8.4: Alpha Factor Analysis This example shows how an algorithm for computing alpha factor patterns (Kaiser and Caffrey 1965) is transcribed into IML code. For later reference, you could store ...

Inverse residual variance (IRV) weighting reduces noise and improves factor performance. Country and industry betas replace dummy variables for deeper, more accurate risk insight. PCA shrinkage ...

The investment seeks to generate long-term total return with capital preservation as a secondary objective. The Adviser employs an investment approach designed to track the performance of the ...

In the latest weekly coverage on mutual fund NFOs, we cover the Bandhan Nifty Alpha 50 Index Fund. As the name suggests, the Bandhan Nifty Alpha 50 Index Fund is a factor fund, that has been the big ...