Factor
The factor tool runs a multiple regression on a selected list of ETFs ("factors") and helps you identify the driving forces behind the specified security or portfolio. The coefficients represent the sensitivity to each of the factors, whilst the R-squared shows how successful the overall model is. The regression is unrestricted, thus the coefficients can take any positive or negative values. Read more
Please register to access InvestSpy tools
Sign up for an account in a couple of minutes and start taking better care of your investments.