…than 1/3 of their value over the last year. Meanwhile, BYD faces negative investor sentiment and wavering growth momentum. Some strategists point to the company’s high valuation based on current…
Search Results for: momentum
Mapping The Opportunity in Small Caps to Value Investment Strategies
…books or academic papers and builds stock selection models that rank stocks through each fundamental strategy. We run value, growth, momentum and low volatility models. Many of the models we…
The Many Different Flavors of Value
…to Rebalance With factor-based portfolios, how often you rebalance can have a significant effect on returns. Momentum portfolios typically require more frequent rebalancing to produce their best performance, but in…
What Seeing Galaxies From “Far, Far Away” With The Webb Telescope Can Teach Us About Investing
…to find the drivers of stock returns, including the size and value premium along with momentum and a few others. These factors were present in markets, but it took research,…
Beware the Back Test
…more back tested results accompanying investment products. In fact, much of the evidence that support things like value and momentum, which are used in countless investment products, is based on…