…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…
Search Results for: factor
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…
Money Personality: Do You Know Yours?
…the research project, Fidelity created a Money Personality Quiz based on the Five-Factor Model of Personality (also known as the “Big Five”), described in the article as the gold standard…
When Conviction Fails You
…taken that too far. The Guy Who Defended the Price/Book My defense of the Price/Book is a good example of one of those times. I learned about factor investing by…
Put Down the Dividends – And Slowly Walk Away
…value factor, it would make sense to compare its excess return over time with the excess returns of the other available value factors. And that is where high yield investing…
What Makes Buffett Great. Identifying Bubbles. Importance of Intrinsic Value & More - Lessons From 100 Investing Podcasts
…3 – Investing Factors One of the biggest things the podcast has allowed us to do is to better challenge our own beliefs and look at the other side of…
Buffett’s Favorite Writer on the Value-Growth Quandary
…Most bear markets, according to Marks, are triggered by “an excess of optimism,” but last year’s collapse was caused by “an exogenous factor, the virus.” Because of that, Marks said,…
Going from Dividend Aristocrats to Dividend Kings Using Quality and Value
…in terms of cheapness. VALIDEA ETF Factor Report for NOBL From Dividend Aristocrats to Dividend Kings Using our factor scores and guru models, I wanted to see if I could…