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Factor valuation considerations

The increasing popularity of factor investing has raised questions about the valuation of factors. As with individual stocks, there is no definitive valuation metric that provides a clear answer, and different valuation metrics may well result in different conclusions. The situation is even more intricate in the case of factor indexes.

Join Sergiy Lesyk, director of Applied Research at FTSE Russell, to learn more about the merits and pitfalls of different measures and approaches. You can download the full paper here.




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