= Returns-based style analysis
{wiki=Returns-based_style_analysis}
Returns-based style analysis (RBSA) is a quantitative method used to evaluate the investment style and risk exposures of a portfolio, typically employed in the context of mutual funds or investment portfolios. It analyzes the historical returns of a fund to identify its underlying investment strategy and the factors that drive its performance. Key aspects of Returns-based style analysis include: 1. **Regression Analysis**: RBSA typically uses regression techniques to relate the returns of the portfolio to the returns of various benchmark indexes or factors.
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