Japan Exposure Is Powering This International Low Vol Strategy
Japan Exposure Is Powering This International Low Vol Strategy March 11, 2021 While a strong case is being made for European equities thanks to the cyclical value resurgence, Japanese stocks are another reason for investors to consider the QLVD’s quality screen analyzes a broad universe of equities based on key indicators such as profitability, management efficiency, and cash flow, and then excludes the bottom 20% of stocks with the lowest quality score. The index is then subject to the regional, sector, and risk-factor constraints in order to manage unintended style factor exposures, si...