The success of of the low volatility factor can be challenging to explain. Investing theory teaches us that to get an additional return, we need to take additional risk and…
Search Results for: factor
Some Thoughts on Low Volatility Investing
…take a look at the factor and some of the key lessons that I think investors should know about it. Why Does Low Volatility Work? Factors typically work for two…
Greenblatt and Pzena on Active Management in 2021
…be a value investor. Here are some highlights from their comments: As to whether value investing is dead, Pzena rebutted, “Value is not low price-to-book. That’s a factor. Value is…
Does the Weather Forecast Affect Analyst Ratings?
…parole requests just before lunch.” The study authors chose the factor of air quality for the following reasons: Site visits by analysts must be disclosed and therefore can be tracked…
Where to Find the Next Leg of Gains if Value Starts Slowing Down
…Invesco’s head of factor and equity product strategy Nick Kalivas, who adds that is typically the time for high-quality stocks–those with strong balance sheets and organic earnings growth—to perform well….