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In this article, we present the Equity Risk Indicator (ERIC) which is an arithmetic average of the 5 Prisma indicators. We explore the potential of ERIC, its performance, and its advantages.
In this article, we will conduct a more detailed statistical analysis of the functioning of ERIC to get a better understanding of what such a risk indicator is capable of.
This article aims to present the advantages of combining different indicators, even though they might sometimes seem contradictory.
Disclaimer: Alquant SA accepts no responsibility for any losses that may result from the use of these indicators, which are only provided for information purposes. Information on this website should not be interpreted as investment advice or an offer to sell, or the solicitation of offers to buy, any security. It is the responsibility of any person or persons in possession of this material to inform themselves of and to observe all applicable laws and regulations of any relevant jurisdiction. Past performance is not a guide to future performance.