Mirko Jungmann to discuss Shiller CAPE at Lausanne Summit

Mirko Jungmann, product specialist representing Ossiam in partnership with Barclays, will discuss how to harvest value through sector rotation, using the Shiller CAPE ratio as a sector rotation tool, when he presents at the upcoming Pan-European Summit Lausanne 2017, taking place 26-28 April.

The cyclically adjusted price earnings, or CAPE ratio, relies on inflation-adjusted long term aggregated earnings to remove the effects of business cycles, and provide a better way to uncover value than using a plain price/earnings ratio – it is argued – and the work that Robert Shiller did together with Barlcays to develop a sector rotation strategy is used as the basis for Ossiam’s ETFs looking to US and European equity markets.

Jungmann will outline how the rules-based approach compares to traditional ways of investing.

As a product specialist at Ossiam, Jungmann holds a degree in Aerospace Engineering and Business Management from the Technische Universität Braunschweig, where he was also research associate at the Institute of Finance between 2008 to 2012. Besides his research activities he was investment specialist at the asset management department of Öffentliche Versicherung Braunschweig. Subsequently he had several consultant activities at Mercer Investments for institutional investors and at Capco – The Capital Markets Company GmbH for banks and financial services providers.

Jonathan Boyd
Editorial Director of Open Door Media Publishing Ltd, and Editor of InvestmentEurope. Jonathan has over two decades of media experience in Japan, Australia, Canada and the UK. Over the past 17 years he has been based in London writing about funds and investments. From editing the newsletter of the Swedish Chamber of Commerce in Japan in the 1990s he now focuses on Nordic markets for InvestmentEurope. Jonathan was awarded Editor of the Year at the Professional Publishers Association (PPA) Independent Publisher Awards 2017. Shortlisted for the same in 2016, he was also shortlisted in 2017 and 2015 for the broader PPA Awards category Editor of the Year (Business Media).

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