- "The low beta bubble is on the verge of deflating," says the quant team at BAML. "Due to low beta stocks’ strong performance in an up market, these stocks have quietly become riskier than they appear."
- Looking at the relative valuations of the "low beta" vs. "high beta" names, the analysts find the staid stocks trading at their largest premium to the risky ones in more than a decade.
- Low volatility ETFs: SPLV, USMV
BAML: Low volatility a bubble ready to burst
Jan 6 2014, 15:52 ET