We are updating our data from about a month ago in our portfolio trackers...and they changed significantly
We realize that factors that describe stocks, like BETA values, and kurtosis which are calculated over the past year are changing quite a bit between January 12, 2023 and February 6, 2023.
We maintain US listed stock portfolios of these types of factors. More than half the stocks in each list are different over the past month. This means that edges provided by mathematical anomalies from normal distributions may not last more than a month, on average.
Stock Market BLOG
President and Investment Advisor Representative