Table 7

Out-of-sample evidence

H = 136912
RET-RF3.099%3.173%2.890%2.171%2.717%
(5.120***)(4.993***)(3.968***)(3.439***)(3.945***)
CAPM α3.205%3.267%2.970%2.263%2.793%
(5.224***)(5.388***)(4.535***)(3.471***)(4.300***)
FF3 α3.177%3.243%2.948%2.248%2.772%
(5.532***)(5.594***)(4.785***)(3.521***)(4.504***)
Skewness1.2701.3930.7341.3610.584
Kurtosis4.2904.1133.7914.2353.811
VaR (5%)−6.484%−6.781%−7.497%−8.328%−8.441%
CVaR (95%)−10.548%−10.181%−11.843%−11.099%−13.237%
Adjusted Sharpe ratio1.1251.0841.1630.9301.064
Calmer ratio1.5411.2720.9790.6640.727

Note(s): Table 7 reports the average monthly returns of absolute risk-managed momentum strategies along with higher-order moments and downside risk measures (using NSE-listed stocks as a sample). Rf stands for riskless rate, and H denotes various holding periods. CAPM and FF3 (Fama–French three-factor model) alphas are computed by regressing relative momentum payoffs (minus riskless rate) against the payoffs of market, size and value factors. In parenthesis, Newey–West t statistics are reported. The study takes the help of the asterisk symbol to represent the significant relative momentum returns. ***, ** * represents significance at 1%, 5% and 10% levels

Source(s): Own elaboration

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