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Low Volatility Factor

"Superior investors make more money in good times than they give back in bad times."
- Howard Marks

"It's not whether you're right or wrong that's important, but how much money you make when you're right and how much you lose when you're wrong."
- George Soros

What is 'Low Volatility' Investing?

As on February 20, 2022 the batsman with the best strike rate in men’s one day internationals is Andre Russell of the West Indies scoring 130.22 runs for every 100 balls faced. He is follo

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How is ‘Low Volatility’ measured?

With a wide array of options there is no standard approach that has emerged as a dominant one among investment managers and index providers. And while standard deviation or related measures are

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Does the Low Volatility Factor work?

Typically, stocks with low volatility characteristics reward investors with higher risk-adjusted returns compared to a broad market capitalisation strategy over the long term. The benefit of usi

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Performance of Low Volatility Factor Across Markets: USA, Europe, and India

The performance of the low volatility factor across the USA, Europe, and India, as depicted in the graphs, highlights the growth of a $1000 (or local currency equivalent) investment in the respe

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NJ’s Low Volatility Factor - NJ Low Volatility+ Model

One of the main concerns of focusing on lower volatility stocks is that they can generate lower returns than the market. Due to its unique structural aspects, historical data has shown that this

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Performance of Select Low Volatility Parameters

1. Standard Deviation Standard deviation measures the volatility or risk associated with the returns of an investment. It indicates how much a security’s returns deviate from its average

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