Daily Feed 9/27/23: Latest news update.
OAN’s Tom McGrath
5:56 PM – Wednesday, September 27, 2023
Lootapalloza kicks off in Philadelphia, a N.Y. Judge devalues Mar-A-Lago and Judge Chutkan blocks her own recusal.
Lootapalloza kicks off in Philadelphia, a N.Y. Judge devalues Mar-A-Lago and Judge Chutkan blocks her own recusal.
A Democrat judge, who initially blocked a $15-thousand-dollar donation to border town law enforcement, is reversing course after public pressure.
Attorney Alan Dershowitz breaks down the latest legal battle between Hunter Biden and Rudy Giuliani.
Hunter Biden’s China-backed business partners sent him more than 250-thousand-dollars back in 2019.
LONDON (Reuters) -The European Commission launched an investigation on Wednesday into whether to impose punitive tariffs to protect European Union automakers against…
By David Shepardson WASHINGTON (Reuters) – The U.S. Senate’s top Democrat is bringing U.S. technology leaders including Tesla CEO Elon Musk, Meta…
By John Revill ZURICH (Reuters) – ABB is spending $280 million on a new robotics factory in Sweden, the Swiss engineering and…
PARIS (Reuters) – French Europe Minister Laurence Boon on Wednesday welcomed an anti-subsidy investigation into Chinese electric vehicles launched by the EU…
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Can Performance Attribution Analysis help identify the sources of portfolio outperformance or underperformance in a quantitative investment strategy
Yes, Performance Attribution Analysis can help identify the sources of portfolio outperformance or underperformance in a quantitative investment strategy. This analysis technique enables the decomposition of returns to determine the contribution of various factors or components to the overall portfolio performance.
In a quantitative investment strategy, the outperformance or underperformance of the portfolio can be attributed to several factors such as stock selection, sector allocation, market timing, risk management, and transaction costs. By conducting performance attribution analysis, investment managers can quantify the impact of each factor on the portfolio’s performance.
For example, if a portfolio has outperformed its benchmark, performance attribution analysis can determine if the excess return is due to effective stock selection or effective sector allocation. It can also help identify if any specific investment decisions, such as timing the market or managing the risk, contributed significantly to the portfolio’s performance.
Similarly, if a portfolio underperforms, performance attribution analysis can pinpoint the factors or components responsible for the underperformance. This analysis can help investment managers identify areas where improvements can be made to enhance future performance.
Overall, performance attribution analysis is a valuable tool for understanding the drivers of portfolio performance in quantitative investment strategies and can assist in making informed investment decisions.
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