Investors optimistic about the post-pandemic world are channeling cash into “riskier companies acutely sensitive to the economic cycle—led by the famed resurgence in the value factor,” according to a recent…
Search Results for: factor
Strategy Focus: Low Volatility Investing and the Conservative Formula
The success of of the low volatility factor can be challenging to explain. Investing theory teaches us that to get an additional return, we need to take additional risk and…
Some Thoughts on Low Volatility Investing
…take a look at the factor and some of the key lessons that I think investors should know about it. Why Does Low Volatility Work? Factors typically work for two…
Greenblatt and Pzena on Active Management in 2021
…be a value investor. Here are some highlights from their comments: As to whether value investing is dead, Pzena rebutted, “Value is not low price-to-book. That’s a factor. Value is…
Does the Weather Forecast Affect Analyst Ratings?
…parole requests just before lunch.” The study authors chose the factor of air quality for the following reasons: Site visits by analysts must be disclosed and therefore can be tracked…