…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…
Search Results for: factor
Gregg Fisher, Multi-Factor Pioneer, Talks Investor Behavior, The Future Of Value, Investing In Innovation & Lessons From 20+ Years as a Quant
…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…
What is Quality?
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…
An In-Depth Look at Factor Valuation - And Which Factors Look Cheap Today
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…
Stock Market Historians on the S&P 500’s Record Highs
…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…
A Look at the Valuation of the Major Investing Factors
…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…
Man Group CIO: Computer-Driven Funds to Invade New Markets
…factor, they’d look at you like you had two heads.” According to Rattray, the corporate bond market and private equity are the next to areas to feel the invasion of…
Quant ETF Loses in Poorly Timed Rebalance
A $15.3 billion ETF—BlackRock’s iShares MSCI USA Momentum Factor—suffered losses due to the timing of a rebalance. This according to a recent article in Bloomberg. The BlackRock ETF reportedly “went…
Amplifying Momentum’s Alpha Potential
…growth and investment factors, you can potentially amplify the alpha found in momentum as the fundamental backdrop helps support the price strength. Momentum investing involves buying stocks that are exhibiting…
The Facts About Factor Timing
Factor timing seems so sensible on the surface. The idea of adding exposure to out of favor factors appeals to investors’ desires to buy low and sell high. But the…