COVID-19 Research

Results based on data from January 1, 2020 to March 25, 2020.

How are US industries responding to the current COVID-19 pandemic?

Tip: Choose which industries you wish to display.

Finding: Industries with the highest level of cash-flow risk perform the worst
Duration-based Explanation: Industries with high cash-flow risk have lower average dividend growth
Fama French 30 Industries

Download the preliminary version of a working paper [here].