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Search Results for: factor

Quants Are Taking Over The Bond Market

September 29, 2021

…say they allocate to the factor, 48% say they factor in environmental, social and governance concerns, and 57% say they plan to maintain factor allocations over the next 12 months….

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Pay Attention to the Way Management Talks

September 29, 2021

The start of earnings season is still a couple of weeks away (October 13) but analysts are already working their numbers to factor in higher labor costs and potential supply-chain…

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Dispelling Myths in the Value vs. Growth Debate with GMO's Ben Inker

September 27, 2021

…they may not hold up when subjected to scrutiny. We also get Ben’s thoughts on a variety of other issues including factor timing, the future of the 60-40 portfolio and…

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Eighteen Financial Terms That Define Our Time

September 17, 2021

…of employees and other forms that are not physical assets on the balance sheet. Factor Investing: Factor investing involves buying stocks that score highly based on certain fundamental or investment…

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Equal- vs. Market-Cap Weighted Portfolios

September 16, 2021

…positive exposure to the momentum factor and negative exposure to size and value factors—something that seems insignificant now, but if there’s a repeat of the tech bubble implosion of 2…

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Gregg Fisher, Multi-Factor Pioneer, Talks Investor Behavior, The Future Of Value, Investing In Innovation & Lessons From 20+ Years as a Quant

September 16, 2021

…on factor investing, including the future outlook for factor premiums, why dividend investing may be overrated and the importance of investor behavior. We hope you enjoy the discussion.  Listen on…

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What is Quality?

September 8, 2021

By Jack Forehand, CFA, CFP® (@practicalquant) — There has always been an interesting dichotomy with the quality factor. On one hand, individual investors typically consider it the most sensible factor and it is…

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An In-Depth Look at Factor Valuation - And Which Factors Look Cheap Today

September 7, 2021

Valuing factors can be a confusing process. Not only are there are different factors to look at, there are also many ways to define them and a variety of different…

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Stock Market Historians on the S&P 500’s Record Highs

September 1, 2021

…Factor in the pandemic, concerns about rising inflation, and the potential of monetary policy missteps, and the task of predicting market performance becomes even more difficult. Get Full Access to…

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A Look at the Valuation of the Major Investing Factors

August 18, 2021

…factor. Here is what the valuation of each factor looks like as of today using our system. Value Absolute Valuation: Mixed Relative Valuation: Very Cheap As I mentioned in my…

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