Understanding the Value of Low Volatility – Timing Signal Addendum

• Interaction of Timing Signal with Low-Volatility Companies
• Performance of Timing Signal across a Range of Market Conditions

Considerations for Timing Entry to Low-Volatility Shares²:

For the folks here at Kailash, we would rather take what historical data we have and use it as best we can to handicap the issue, and this is no exception. Looking at the tremendous potential of low volatility to inoculate investors from drawdowns, we began experimenting with a variety of tools in order to figure out if we could better time when investors might have the greatest potential benefit from pursuing low-volatility strategies. Ultimately the most effective tool we could build breaks the investment cycle into three primary groupings and attempts to help investors know when entering low-volatility strategies might give them the best relative returns.

Get our White Papers direct to your inbox: SUBSCRIBE

Subscribe now to unlock the full content

Already a member? Click here to log in

Disclaimer

The information, data, analyses, and opinions presented herein (a) do not constitute investment advice, (b) are provided solely for informational purposes and therefore are not, individually or collectively, an offer to buy or sell a security, (c) are not warranted to be correct, complete or accurate, and (d) are subject to change without notice. Kailash Capital Research, LLC and its affiliates (collectively, “Kailash Capital Research, LLC ”) shall not be responsible for any trading decisions, damages or other losses resulting from, or related to, the information, data, analyses or opinions or their use. The information herein may not be reproduced or retransmitted in any manner without the prior written consent of Kailash Capital Research, LLC . In preparing the information, data, analyses, and opinions presented herein, Kailash Capital Research, LLC has obtained data, statistics, and information from sources it believes to be reliable. Kailash Capital Research, LLC , however, does not perform an audit or seeks independent verification of any of the data, statistics, and information it receives. Kailash Capital Research, LLC and its affiliates do not provide tax, legal, or accounting advice. This material has been prepared for informational purposes only and is not intended to provide, and should not be relied on for tax, legal, or accounting advice. You should consult your tax, legal, and accounting advisors before engaging in any transaction. © 2021 Kailash Capital Research, LLC – All rights reserved.

Nothing herein shall limit or restrict the right of affiliates of Kailash Capital Research, LLC to perform investment management or advisory services for any other persons or entities. Furthermore, nothing herein shall limit or restrict affiliates of Kailash Capital Research, LLC from buying, selling or trading securities or other investments for their own accounts or for the accounts of their clients. Affiliates of Kailash Capital Research, LLC may at any time have, acquire, increase, decrease or dispose of the securities or other investments referenced in this publication. Kailash Capital Research, LLC shall have no obligation to recommend securities or investments in this publication as result of its affiliates’ investment activities for their own accounts or for the accounts of their clients.