Re:Show HN: Stock Performance of US Senators
by alexandra_cgg on Wednesday June 03, 2020 @09:15PM
(#23411212)
can you regress the senator returns against the market returns to strip out the market
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Re:Show HN: Stock Performance of US Senators
by jdikatz on Wednesday June 03, 2020 @10:18PM
(#23411591)
Hi Alexandra, this is a great suggestion! We're still figuring out what the right set of benchmarks for "market" returns are -- right now we use the S&P 500, but are also considering alternatives like passive age-appropriate target date funds and portfolios constructed using Fama-French factor weights. But we will ultimately add a panel that shows abnormal returns for each official as you suggest.