Drivers of Equity Valuation

CFA Society Switzerland
  • Englisch
Overview In this presentation, Jim O'Shaughnessy, chairman and chief investment officer of O'Shaughnessy Asset Management, discusses fundamental characteristics that drive stock returns in different economic cycles; distilling hundreds of possible investment factors into persistent, cohesive themes that can form the foundation building blocks for equity strategies; how factor spreads tend to expand in and around recessions; managing risks in the current environment; and more. Learning Outcomes - Quantitative factors driving equity performance. - Combining factors into composites and themes. - Effectiveness of quantitative factors on small and medium sized stocks. - Need to test factors over long time periods.
  • Finanzwirtschaft
  • Risk- und Portfolio Management
  • Wealth Management

To receive a confirmation of participation for the purpose of credit points, please contact Nicole Seitz (nicole.seitz@cfasocietyswitzerland.org).

CFA Society Switzerland
044 382 42 44
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