- Download 28
- File Size 397.42 KB
- File Count 1
- Create Date September 12, 2023
- Last Updated October 3, 2023
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.
|T-Risk Model Validation_White Paper_Sept 2023.pdf