Giving Credit to New Alpha Strategies

Factor-based investing techniques have become popular among equity investors, due to their potential to generate higher risk-adjusted-returns.[1] Stock portfolio selection usually requires a trade-off between performance and risk and can be influenced by multiple investment preferences and constraints. Join us in this webinar as our experts dive into credit ratings’ scores & factors, the building blocks that create the final credit score, and explore the following:

• What can credit ratings’ underlying scores and factors tell us about the relative strengths of issuers with similar ratings?
• How can we identify factors that may generate a potential alpha signal from the underlying components of S&P Global Ratings’ Corporate issuer credit ratings (ICRs)?
• Is it possible to construct a portfolio with higher risk-adjusted returns than the S&P 500 Index using Financial Risk and Business Risk scores?
• How to hunt for opportunities in the speculative-grade stocks using the Financial Risk and Business Risk scores?