White Paper | 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.
Eight pages, with data demonstrations. To learn more about this analysis or about Entelligent, please email us here to schedule a call or demo.
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
