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Insight Thanksgiving Digest

Market Summaries

By FactSet Insight  |  November 21, 2018

On FactSet Insight, we strive to produce high-quality macroeconomic trend analysis and thought leadership on a weekly basis. From time to time, clear reader favorites emerge from our content library and today we've selected six of our best. These stories have demonstrated their popularity with consistent traffic and shares months (and sometimes years) after their initial publication. Read, share, and enjoy these stories whether you're in the office or at home avoiding Black Friday crowds. 

Understanding ESG Exposures in an Attribution Framework

Understanding ESG Exposures

With the increased flow of funds into socially responsible investing, investors need better ways to understand and interpret their ESG exposures. Read more.

Interpreting Earnings Calls with Natural Language Processing

Earnings Calls and NLP

An approach that can enhance existing analysis factors or introduce efficiencies to the often-manual task of analyzing earnings calls. 
Read more. 

When Brinson and Risk-Based Performance Attribution Disagree 

When Attribution methods disagree

While the two approaches to performance attribution explain the same excess return, they are conceptually and mathematically different. Read more.

Moving from Research to Construction: Stock Selection

Moving from Research to Construction

In part one of this series, Bijan Beheshti, CFA, CPA, FRM  discusses how active managers can strive for excess return. Read more.

Choosing a Risk Model

Choosing a Risk Model

FactSet Alum, Steve Greiner, lists the questions one should ask to make the risk model selection process easier. Read more.

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