…20+ guru models we run, while the Factor Report looks at the major investing factors (size, value, quality, momentum and low volatility) and scores stocks on a relative basis vs…
Search Results for: factor
Michael Mauboussin on Valuation, Base Rates and Expectations Investing
…become better long-term investors. He is currently Head of Consilient Research at Counterpoint Global. We talk to Michael about a wide range of topics, including factor investing, the dangers of…
My Biggest Lessons From 2021
…to expect using factor strategies. Then I moved on to thinking ten years was a more appropriate time frame to judge them. Now I think it is longer than that….
Factoring in Earnings Revisions
…are still revising earnings upward. As she points out, the “earnings revision factor” has been one of the best performing factor-based approaches this year and it organically combines both value…
Lu Zhang On The Evolution of Asset Pricing Models And His First Principles Approach to Improve Them
Asset pricing models have evolved significantly over the past several decades. From the Capital Asset Pricing Model to Fama and French’s 3 Factor Model to their more recent 5 and…