Scientific Beta

Financial Investigator: "We reviewed the performance of rewarded factors in the US market since the beginning of 2020 up to June 2022 through the lens of two important characteristics, which are intangibility and social distancing. These two characteristics were particularly important during the COVID crisis."

Financial Investigator 13/12/2022

 

By Daniel Aguet, Deputy CEO & Index Director at Scientific Beta

"(...) We reviewed the performance of rewarded factors in the US market since the beginning of 2020 up to June 2022 through the lens of two important characteristics, which are intangibility and social distancing. These two characteristics were particularly important during the COVID crisis, since lockdown measures affected more companies with low intangible capital that relied on tangible assets to generate their cash flows and companies that could not use teleworking to overcome social distancing measures and continue their activities. (...)".

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