T-Risk® Model Validation: Predictive Power in Entelligent’s Flagship Transition and Physical Risk Score

This white paper explains and demonstrates the predictive power of Entelligent’s T-Risk model — and thus its validity and utility for investors and risk managers. We describe how the T-Risk methodology identifies the statistically significant variation in stock returns that is driven by the energy transition. And we show how the T-Risk model is additive to fundamental and technical factors’ impact on performance by demonstrating alpha generation and the statistical significance of its model parameters.

Developed and authored by: Elliot Cohen, Ph.D., Entelligent Vice President, Research and Development; Mark Labovitz, Ph.D., Entelligent Director, Computation and Technology Strategies; Ao (Morgan) Teng, Ph.D., Entelligent Senior Data Scientist.

Eight pages, with data demonstrations. To learn more about this analysis or about Entelligent, please email us here to schedule a call or demo.

Attached Files

File
T-Risk Model Validation_White Paper_Sept 2023.pdf