…– 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…
Search Results for: factor
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…
Factor Investing in Under the Radar Markets with Chris Covington
In this episode, we talk factor investing with AJO Vista Head of Investments Chris Covington. We discuss their unique approach to factor investing and how they apply it to less…
The (Risk-Adjusted) Returns Come Out at Night with Bruce Lavine
…the “Night Effect” with NightShares founder Bruce Lavine. We discuss what the “Night Effect’ is, what causes it, how it stands up to the tests of a strong investing factor…
The Surprising Investment Factor That Defies the Risk-Return Tradeoff
…it is probably best to first define what the factor is. What is Low Volatility? Defining low volatility is probably the easiest of all the factors we follow. Value can…
The Fed Screwed Up, Says Real Estate Mogul Sam Zell
…has a long track record of being overly optimistic—was too slow to factor in the impact of higher interest rates and now it’s being too quick to flip into excitement…
“We’re going to hit the brakes very hard,” says Summers
…factor in the likely possibility that there will be a half-percentage rate increase next month, yields on 2-year and 10-year Treasury notes advanced once again for the fourth week straight….