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Goldman Prime Insights Report: China Sees Largest Inflows In 10 Years

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Predrag Shipov
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Equity Systematic Long/Short Performance Estimate

In the latest weekly report from Goldman Sachs fundamental long/short equity estimate grew for 0.93% as a result of beta (+1.25%), while alpha was negative (-0.32%). Beta rose due to market exposure and market sensitivity, while alpha was in the red as a result of losses from the long side.

Systematic long/short equity in the same period rose by +0.27% driven by alpha (+1.14%) while the beta was negative (-0.87%). Market sensitivity was the reason behind the beta lagging, and the alpha positive was generated by short gains.

GS Equity Fundamental Long/Short Performance... 
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