Mar 14 2023

[Updated] Add REITs to SACEVS? [PREMIUM]

published by Steve LeCompte
in blog CXO Advisory
original entry[Updated] Add REITs to SACEVS? [PREMIUM]

bonds equity premium real estate strategic allocation

What happens if we extend the "Simple Asset Class ETF Value Strategy" (SACEVS) with a real estate risk premium, derived from the yield on equity Real Estate Investment Trusts (REIT), represented by the FTSE NAREIT Equity REITs Index? To investigate, we apply the SACEVS methodology to the following asset class exchange-traded funds (ETF), plus cash: 3-month Treasury bills (Cash) iShares 20+.........