…500, some have outperformed the S&P 500 by a factor of five to one.” Interestingly, one of the top performers has been the Benjamin Graham-inspired model, which is based on…
Search Results for: factor
Which Value Metric Offers The Most Value?
…plus dividend yield.) Of course, raw returns aren’t everything; risk is also a big factor to consider, so O’Shaughnessy looks at factors like standard deviation of returns, biggest annual declines,…
Hulbert: "New Era" of Higher Correlations a Fallacy
…of those factors — not because of some fundamental market change. “We’re in a highly interdependent world all the time,” Kristin Forbes, an MIT professor and one of the researchers…
Fisher: The Economic Data Is Better than Many Think
…negatives, too. “But even in periods of the most robust global growth there will be weak spots,” he says. “That so many positive factors exist is bullish. That they are…
The Lynch Approach: GARP, PEGs, and Profits
…Superior Industries International, Inc. (SUP) OmniVision Technologies, Inc. (OVTI) Rudolph Technologies, Inc. (RTEC) Advanced Energy Industries, Inc. (AEIS) The Stomach’s The Key While it’s not a quantitative factor, there is…
Stocks for the Long Run?
…of variability) is 17% per year,” he writes. “But they claim that when they use different statistical techniques that allow them to factor in uncertainty about average future returns, the…
Sonders on "The Story No One Is Telling"
…good for stocks. “Unless we’re wrong and the economy doesn’t exit the soft patch soon, US corporations are likely to be a positive factor for the supply and demand for…
Greenblatt on Why Fund Managers Fail
…small stocks. Another factor that hinders fund performance: portfolio size. Many fund managers, Greenblatt says, tend to put together funds with dozens of stocks that end up mirroring their benchmarks….
The O'Shaughnessy Method: Growth and Value
…O’Shaughnessy, however. Another key factor that was a great predictor of a stock’s future, he found, was cash flow. My O’Shaughnessy-based value model calls for companies to have cash flows…
Mobius on How to Invest in China
…Mobius writes on his blog. “One key factor that I would like to stress is that, as equity investors, we look at individual stocks rather than the market as a…