Eaton Vance
2020 Top 500 ranking: 44
Financial quality metrics and ESG factor interactions in equity markets
As factor-based investing grows, quality factors tend to be favored most by investors, given their consistent outperformance over the past five years. As Exhibit A shows, the Russell 1000 Quality Factor Total Return Index has outperformed the Russell 1000 Total Return Index over the one-year, three-year and five-year periods ended ...
Eaton Vance
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