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Search Results for: factor

The Size Effect Never Existed

October 7, 2020

While some young academics are trying to increase the list of investment factors, “grizzled veterans are concluding that the small-company effect does not, after all, exist.” This according to a…

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Why the S&P 500 is an Active Portfolio, and Other Observations on the Stages of Active Management (Ep. 44)

October 5, 2020

…active portfolio; The various approaches to fundamental indexing; The one type of active management that should be avoided at all costs; The pros and cons of factor investing; Whether the…

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4 Facts to Know about the Election and the Market

September 30, 2020

…results to be a “determining factor in the broader direction of the financial markets over the long run.” “When it comes to your portfolio,” the article says, “ensure your financial…

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Investing’s Real Magic Formula: Compounding

September 30, 2020

…shown, when it comes to achieving your long-term investing goals, time in the market often trumps the annual rate of return and most every other factor. Justin J. Carbonneau is…

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Five Keys to Success in Investment Firm Culture

September 29, 2020

…CFA Institute of successful investment firms, which found the following factors to be essential: Commitment from the Senior Team Proper diagnosis of the existing and preferred culture, resulting in a…

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Watch Out if Bond Yields Rise in this Tech Heavy Market

September 21, 2020

…are performing well. The added factor of low bond yields, it says, makes the group even more susceptible should yields rise. The importance of this dynamic now, the article notes,…

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A Robot Bought Amazon When Trying to Fix Value Investing

September 14, 2020

A South Korean money manager said its artificial intelligence-augmented value strategy would return 13% annually and “revive” the value factor. But a recent Bloomberg article says that value traditionalists “will…

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Dollar’s Fall Just Starting, Says Pimco

September 10, 2020

…a battered economy.” Stephan Chang, a Pimco portfolio manager in Hong Kong, is quoted: “An important factor to watch is whether a phase four fiscal stimulus package will be passed…

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The Different Shades of Active Management

September 2, 2020

…those factors results in some deviation from a true market portfolio. The size requirement eliminates about 15%-20% of total US market cap. The profitability requirement has kept firms like Tesla…

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The Pros and Cons of Direct Indexing

August 19, 2020

…that turnover is used to harvest losses. When you start adding factors like value and momentum, though, things get more complicated. These factors require turnover to work. But that turnover…

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