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

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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.