…momentum and low volatility) and sub-factors. When investors enter a ticker, they are presented with an overall factor score (0-100, with 100% being the best), and below that are the…
Search Results for: momentum
2022 Looks Poised Be Good For Value Stocks
…in a high-interest rate environment, Rogers said that the economy is still quite strong. With that momentum continuing, higher rates won’t be enough to slow down that recovery, and undervalued…
Investors Map Their Course In 2021 Using Validea
…It’s nice when a model lines up with what is happening in the real-world. Most Popular Guru Portfolio: Twin Momentum based on Dashan Huang Twin Momentum Model Portfolio The most…
The Ugly Truth About Bubbles
…of “rolling mini-bubbles,” with the boom of hedge funds decreasing available alpha and price action encouraging “momentum-chasers.” When the market bottomed out in March 2020, the Goldman Sachs Non-Profitable Technology…
The Different Approaches to Multi-Factor Investing
…analysis of long-only strategies illustrates how a strategy that simultaneously incorporates both value and momentum outperforms a strategy that combines pure-play value and momentum portfolios that are formed independently. There…