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Holdings-based style analysis Pros & Cons

February 5, 2018
Pros Cons
  • Characterizes each position
  • Facilitates comparisons of individual positions
  • In looking at present, may capture changes in style more quickly than returns-based analysis
  • Does not reflect the way many portfolio managers approach security selection.
  • Requires specification of classification attributes for style; different specifications may give different results
  • More data intensive than returns-based analysis


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