…investing works for two reasons (at least most people think so – some question the second). The first is that value is a risk factor. That means that value stocks…
Search Results for: factor
Building a Six Factor Model Using Intangible Value with Kai Wu
…assets, how to measure them and turn them into a value factor, the benefits of intangible value to a multi-factor portfolio, and how he used it to construct a 6-factor…
Rebalancing At Momentum ETF Offers Clues To Beat Market
Late last month, the iShares MSCI USA Momentum Factor ETF, which offers maximum exposure to the momentum factor, was rebalanced, offering clues to market-beating strategies, contends Ryan Jackson, a Manager…
Buffett’s Japanese Bets Have Almost Tripled
…to investors—an attractive prospect that was probably a major factor in Buffett’s decision to put stakes down in the trading houses in the first place. Andrew McCagg of Nomura Asset…
Factor Investing for Retirement with DFA's Mathieu Pellerin
In this episode, we combine two of the topics we often cover on the podcast. We talk both retirement planning and factor investing with Dimensional Fund Advisors Senior Researcher Mathieu…
Bridging Financial Planning and Factor Investing with Northern Trust's Peter Mladina
…– Building sub-portfolios for individual purposes 18:44 – How to model human capital 23:44 – What makes for a good investing factor? 30:22 – Using factors in a long-only world…
Value vs. Growth Is In The Eye of the Beholder
…and earning to price, in addition to lower sales to price, the article explains. Last year’s tech rout hit growth stocks hard; factoring in price momentum for Microsoft, for example,…
A Better Way To Seek Out Quality Stocks
…researchers to write that including the quality factor in the portfolio “exhibits a better risk-return profile and a more desirable factor exposure,” the article quotes. The study also displayed that…
One Answer To the Stock Market’s Puzzling Gains
…$87.3 trillion since October, could be a large factor in why stock prices are being pushed higher. And while the Fed has been gradually reducing the money supply in the…
The Long and Short of Factor Investing
…of factor strategies we typically see in the real world since they are almost always run on a long only basis. This is not necessarily a problem. If a factor…
