Talk Your Book: The Low Volatility Anomaly

Today’s Animal Spirits: Talk Your Book is presented by Invesco:

We discuss:

  • What is the low volatility anomaly?
  • Why financial theory doesn’t always translate into the real world
  • The three behavioral and structural reasons for the low vol anomaly
  • How often do different factors overlap with one another?
  • How the market environment impacts low vol and other factors
  • Does low vol work well in mid caps and small caps?
  • How important are sectors in factor exposure?
  • What is the relationship between interest rates and volatility in stocks?
  • How the bear market changed the flows into SPLV
  • Why flows follow performance
  • Where does the low volatility factor fit within a portfolio?
  • How turnover affects performance in factor investing
  • The difference between low volatility and minimum volatility

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