…have both value and momentum. In this method, you are sacrificing some on the individual factor exposure in order to get a better blend of the two factors. Your value…
Search Results for: factor
Cut Stocks As Stagflation Fears Grow says El-Erian
…believes the market has yet to factor in what could happen to the economy this year. In an opinion piece for Bloomberg before the interview, El-Erian writes that the Fed…
The Five Biggest Mistakes I Have Made in My Career Managing Quant Strategies
…on history to tell us which factors work, that history doesn’t ensure they will always work going forward. While I used to look at whether a factor like value will…
Flush With Wealth, Older Americans Are Poised To Spend This Year
…over age 70 from 2020 through the fourth quarter of 2021. Certain factors could hold back the accelerated spending, however. Baby boomers who took early retirement during the pandemic saw…
Value Stocks Are Still Cheap, Says Cliff Asness of AQR
…optimistic about growth stocks, which could lead to value factor returns being more affected by interest-rate increases in the short-term. And when they analyzed regression data for the past decade,…
JPMorgan Prefers Value Over Growth
…changes coming from central banks. Earnings in growth sectors have seen their potential drop, while some value sectors are rallying, and the biggest factor fueling stock prices are bond yields,…
Silver Has Dropped. It Might Be Time To Buy
…gives investors a tangible asset without having to deal with management—though of course storing it and transporting it are major concerns to factor into a silver purchase, the article concludes….
Buyback Monsters: Searching For Value In Companies with the Biggest Buybacks
…look attractive based on a series of value factors. With looming inflation and rising interest rates on the near term horizon, having exposure to value stocks could be important for…
There’s No One Way to Make Your Investments Inflation-Proof
…the I bonds’ annualized yield is 7.12%. While I bonds won’t outrun inflation, they still have an advantage over conventional Treasury bonds, which are now negative factoring in inflation. However,…
A Look at Changing Factor Exposures in an Evolving Market
…the market bottom and in the past year. But before I do that, just a quick description of how we calculate factor rankings. For each of the major factors (value,…