Excess Returns, Ep. 25: An In Depth Look at Momentum Investing

Momentum investing is difficult to understand for many investors. While a concept like value that involves trying to buy stocks at a discount to what they are worth resonates with many, the idea of betting that stocks that have already gone up will go up more can be much more difficult to understand. In this episode, we take an in depth look at momentum investing.

We discuss:

  • The different types of momentum and ways to measure momentum.
  • Some of the drawbacks and risk of momentum investing.
  • We also talk about some additional variables that can potentially enhance a momentum approach like fundamental momentum and momentum consistency.

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Show Notes:

AQR Podcast, Gaining Momentum