t Is Low Volatility the ‘Right’ Investment Style for European Equities?

State Street Global Advisors
By November 9, 2018 13:02

t Is Low Volatility the ‘Right’ Investment Style for European Equities?

Overview

  • The long-term outperformance of low volatility stocks, known as the ‘low risk anomaly’, is supported by a range of academic literature.1 • In Europe, low volatility has performed particularly well, as illustrated over various time horizons.
  • Now may be an opportune time to consider a low volatility approach. Equity market seasonality suggests that October and November often witness heightened volatility. We also often see higher volatility late in the economic cycle. 

State Street Global Advisors
By November 9, 2018 13:02

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