Haugen Custom Financial Systems

Move Over ETFs - Quantitative Finance Model Cracks Open Emerging Markets

Haugen Systems has produced and tested its first Emerging Markets version of the Haugen Expected Return Factor Model covering Central Asia, which includes China, India and Taiwan. Backtests of 7046 companies in the Central Asian region show returns of 45.8% in excess of the regional benchmark and 45.4% in excess of the S&P for the 15 year period ending December 31, 2014. - February 10, 2015