More details on ETF Factors
Is there some where to get more details on the "ETF Risk" Factor?
This article https://seekingalpha.com/article/4415372-not-all-etfs-are-created-equal-seeking-alphas-new-etf-grades-separate-the-best-from-the-worst describes it as a "sophisticated" combination of measures.
It appears the Risk Rating is often quite different/opposite of the other factors.
Also it seems that the overall Quant for the ETF is not in sync with quant rating of the top holdings.
Is there any weighting that is done in the evaluation of ETF's?
Hi,
Requesting you to go through the below link. This should help in getting to know the grades better.
https://seekingalpha.com/backtest/quant
Hope this helps! Feel free to reach out in case further assistance is required.
Regards,
Shubham Shresth
Data QA Analyst, Seeking Alpha