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Using R-squared in the evaluation of investment indicators

Following industry standards, our Analytical Platform application facilitates the assessment of factors based on the difference between the performance of quantiles.
R2 can help us to understand how much the smaller/real portfolio (Long/Short 20/20) matches the characteristics of the larger portfolio (Long/Short 100/100) on which the factor is being evaluated in the first step.

The Dividend Dilemma: Are High Yields a Sound Investment Strategy?

In the early months of 2025, the dividend yield has emerged as an unexpected star in the investment landscape. Stocks with the highest dividend yields have gained significant traction, outperforming the S&P 500 by a notable margin of 14.73% year-to-date.… Read More »The Dividend Dilemma: Are High Yields a Sound Investment Strategy?