• Alpha Signals: What's Worked Thus Far

    30 days ago - By ETF Daily News

    From WisdomTree : The WisdomTree U.S. Multifactor Index , launched in June 2017, selects its basket of 200 stocks based on four equally weighted alpha signals: Low Correlation , Momentum , Quality and Value .
    While 14 months is a short time frame in which to analyze the returns of factors proven to outperform over years and decades, we will review which factors have worked thus far, and how WTUSMF is positioned from a factor and fundamental characteristic perspective after its most recent quarterly rebalance .
    The WTUSMF has performed very well since it launched, outperforming the S&P 500...
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