Bloomberg Multi-Factor Equity Index
GPTKB entity
Statements (65)
| Predicate | Object |
|---|---|
| gptkbp:instance_of |
gptkb:stock_market_index
|
| gptkbp:bfsLayer |
5
|
| gptkbp:bfsParent |
gptkb:Bloomberg_Equity_Indices
|
| gptkbp:aims_to |
risk-adjusted returns
|
| gptkbp:composed_of |
large-cap stocks
|
| gptkbp:designed_by |
gptkb:aircraft
|
| gptkbp:economy |
quarterly
|
| https://www.w3.org/2000/01/rdf-schema#label |
Bloomberg Multi-Factor Equity Index
|
| gptkbp:includes |
low volatility factors
momentum factors quality factors value factors |
| gptkbp:is_adopted_by |
pension funds
wealth managers |
| gptkbp:is_aligned_with |
investment objectives
|
| gptkbp:is_analyzed_in |
real-time
quantitative analysts |
| gptkbp:is_associated_with |
risk management strategies
|
| gptkbp:is_available_on |
gptkb:Bloomberg_Terminal
|
| gptkbp:is_compared_to |
other equity indices
traditional indices |
| gptkbp:is_designed_for |
active managers
|
| gptkbp:is_designed_to |
capture factor premiums
|
| gptkbp:is_evaluated_by |
performance metrics
statistical models tracking error liquidity risk market benchmarks performance attribution analysis |
| gptkbp:is_influenced_by |
economic indicators
global trends market conditions |
| gptkbp:is_informed_by |
historical data
|
| gptkbp:is_integrated_with |
financial models
investment platforms |
| gptkbp:is_linked_to |
investment performance
|
| gptkbp:is_monitored_by |
financial analysts
|
| gptkbp:is_part_of |
gptkb:Bloomberg's_index_family
gptkb:Bloomberg_Indexes investment portfolios |
| gptkbp:is_promoted_by |
financial advisors
marketing campaigns |
| gptkbp:is_recognized_by |
gptkb:Educational_Institution
|
| gptkbp:is_referenced_in |
gptkb:academic_research
investment research |
| gptkbp:is_reviewed_by |
investment committees
|
| gptkbp:is_subject_to |
gptkb:municipality
market volatility |
| gptkbp:is_supported_by |
data analytics
research publications |
| gptkbp:is_used_by |
institutional investors
|
| gptkbp:is_used_in |
portfolio construction
|
| gptkbp:is_utilized_in |
financial planning
risk assessment investment strategies hedge funds asset allocation |
| gptkbp:measures |
multi-factor investment strategy
|
| gptkbp:performance |
factor-based portfolios
multi-factor strategies |
| gptkbp:provides_access_to |
diverse equity markets
|
| gptkbp:published_by |
gptkb:aircraft
|
| gptkbp:scientific_classification |
factor investing
|
| gptkbp:targets |
long-term capital appreciation
|
| gptkbp:updates |
gptkb:annually
|