Seeking Alpha

NETS PSI-20 Index Fund (LIS)

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Comments on LIS

  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    I like it - very good work so far. I will have to study this viewpoint some more to make sure I understand - I learn slowly but well... More »
    Comment by mbkelly75
    Dec 18 23:45 pm |
    Rating: 0 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Beautiful, smart, pragmatic, analytic and humorous. A high alpha, low beta Seeking Alpha contributor. Thanks for the great work.... to... More »
    Comment by upperecho
    Dec 14 16:04 pm |
    Rating: 0 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Political environment and economic situation in a nation can no doubt have impact on all industries in that nation. It's not a case of... More »
    Comment by Fund Insider
    Dec 14 15:44 pm |
    Rating: 0 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    So to diversify my portfolio, I should add the low beta countries such as Egypt, Malaysia, Philippines, Japan, Morocco? The lower the... More »
    Comment by American in Paris
    Dec 14 14:48 pm |
    Rating: 0 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Suna, unbelievable article and analysis. While pure quantitative analysis does have its short-comings, as you addressed in your article,... More »
    Comment by Deep Value
    Dec 14 13:08 pm |
    Rating: +2 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    There's one big factor that's missing in the analysis:i.e,. exchange rates. Are the gains in local currency or dollars?
    Comment by Timon
    Dec 14 11:44 am |
    Rating: 0 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Interesting article and hypothisis. I do have an idea of why low risk countries (i.e.Morroco) do poorly. Risk is not bad, in fact it is... More »
    Comment by lastboyscout
    Dec 14 11:42 am |
    Rating: +1 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Great basis for your article. When I took corporate finance in college in the 90's, we were told that Beta was mathmatically disproved... More »
    Comment by p m
    Dec 14 11:27 am |
    Rating: +1 -1
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Not bad, Suna, and it seems that the real conclusion is that high-beta is good. This is not the conclusion they teach in class, and most... More »
    Comment by kotika98
    Dec 14 10:46 am |
    Rating: +3 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Good question about the error terms. I wonder if there was any indication in the regression of any weak correlation between the... More »
    Comment by James Sindelar
    Dec 14 10:41 am |
    Rating: +1 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    This comment addresses both the article and several of the comments. I come at this from the perspective of a technology analyst who... More »
    Comment by TheTechFile
    Dec 14 10:10 am |
    Rating: +3 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Can't believe your article when all I have been reading lately is how bad things are in Greece and you start out with them as the first... More »
    Comment by Sailorman
    Dec 14 09:37 am |
    Rating: 0 -4
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Why such a short data period? Are the betas stable over longer periods? Did you check the error terms to see if they were white... More »
    Comment by American in Paris
    Dec 14 08:45 am |
    Rating: +1 0
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Very interesting article.. you've taken a different perspective and yes obviously you got lucky with the timing bit. It would be... More »
    Comment by warmonger
    Dec 14 07:02 am |
    Rating: +1 -1
  • Seeking High-Alpha, Low-Beta Countries (Part I) [View article]
    Love your work, thanks for the info, looking forward to part 2.
    Comment by Edoc
    Dec 14 06:43 am |
    Rating: +1 -1