SRI style drift

It is claimed that returns-based style analysis can detect the presence of style bias and monitor the success of its remedy. My question is: couldn’t the holding-based analysis detect that bias also?


But a returns-based style analysis is often easier to do.

Ditto s200magician . Computers do it much faster.

Holding based analysis actually picks up style drift quicker than returns based

i know you probably meant that it’s faster to run a regression than go through regulatory filings but just to clarify

That’s what I meant, yes.

Thank you gents! Loving this forum!

My pleasure.