…to take a look at the factor and some of the key lessons that I think investors should know about it. Why Does Low Volatility Work? Factors typically work for…
Search Results for: factor
Greenblatt and Pzena on Active Management in 2021
…be a value investor. Here are some highlights from their comments: As to whether value investing is dead, Pzena rebutted, “Value is not low price-to-book. That’s a factor. Value is…
Does the Weather Forecast Affect Analyst Ratings?
…parole requests just before lunch.” The study authors chose the factor of air quality for the following reasons: Site visits by analysts must be disclosed and therefore can be tracked…
Where to Find the Next Leg of Gains if Value Starts Slowing Down
…Invesco’s head of factor and equity product strategy Nick Kalivas, who adds that is typically the time for high-quality stocks–those with strong balance sheets and organic earnings growth—to perform well….
The Changing Nature of Momentum
By Jack Forehand (@practicalquant) — Investors sometimes want to pigeonhole investing factors. We want to look at a factor and associate a certain type of company with it. Doing so…
Rafael Resendes On Intrinsic Value, Economic Margin and How Some Value Models Have Lost Their Way (EP. 78)
…profit and the framework his firm uses to calculate intrinsic value; The case against the investment factor; The five factor model he built to address deficiencies in popular academic models…
The Great Value Rotation and the Strategy’s Evolution
…stretch since the beginning of the year,” citing the following factors at play: An economic recovery should bolster the earnings power of value stocks. Price discrepancies between growth and value…
Weekly Highlights: Quality on Sale?, Machine Learning, and Why Peter Lynch May the GOAT Stock Picker
…featured on the blog for the week ending 3/19/2021. The Posts We Discuss: Is Quality on Sale? Machine Learning, Fantasy Football and Factor Investing with Kevin Zatloukal (Ep. 76) How…
AQR’s Cliff Asness on the Value Outlook
…of value, for most multi-factor quants,” but noted that AQR did fairly well during that period. The last few years, according to Asness, have represented an “irrational, bubblish loss for…
Is Quality on Sale?
…ETF tool and look at one of the best performing value funds off the bottom. Below is the factor report for the Avantis Small-Cap Value ETF. Validea ETF Factor Report:…