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Search Results for: factor

A Detailed Look at the Quality Factor

June 10, 2020

…factor, the best use of quality may be in conjunction with other factors. For example, combining quality with value can help to eliminate stocks from a value screen with significant…

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Excess Returns, Ep. 27: Quality and Low Volatility: The Factors That Shouldn't Work

June 8, 2020

…offers more of a challenge. In this episode, we take an in depth look at these two factors. We discuss: The different ways to define each factor and the common…

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Value Stocks May Outperform for These 3 Reasons

June 5, 2020

…the extreme discount in value stocks today, coupled with the potential for positive cyclical catalysts, suggests that investors should hold the line on their strategic factor investments in value companies.”…

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The Balance Between What Is and What Should Be

June 3, 2020

…First, the same thing I talked about above is obviously a major factor. There has been massive government stimulus, with both monetary and fiscal policy playing a big role. But…

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The Case For Value Stocks

May 20, 2020

…Isn’t Telling Us Value is Dead The goal of the academic research into factors is to find things that help to explain the long-term movement in stock prices. Value is…

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Excess Returns, Ep. 24: The Pros and Cons of Factor Timing

May 18, 2020

…article on Factor Timing: Research Affiliates Factor Timing: research, “Timing “Smart Beta” Strategies? Of Course! Buy Low, Sell High!“ AQR’s take on factor timing, “Contrarian Factor Timing is Deceptively Difficult”…

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Validea Webinar: A live walk-through of the tools & research found on Validea

May 11, 2020

Learn how investors utilize our guru and factor strategies, model portfolios, stock screens and other stock research and analysis tools on Validea. When: Tuesday, May 12th @ 1pm EST Host:…

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Excess Returns, Ep. 23: The Challenges of Multi-Factor Investing

May 11, 2020

…in mind when building a multi-factor portfolio. We discuss: The risk management benefits of multi-factor investing The two major approaches to building multi-factor portfolios The importance of proper portfolio construction…

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Behavioral Finance and How to Avoid Making Poor Investing Decisions

April 30, 2020

…uncertainty. Here are some highlights from the interview: Crosby referenced the 5-factor model for wellness developed by Martin Seligman, Ph.D. called the “PERMA” model (an acronym for positive, engagement, relationship,…

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Is the US Equity Premium Dying?

April 15, 2020

…underscored the importance of considering government competency as a factor in investing decisions. The current situation, the article says,  may also signal a “sea-change” in how investors think about pricing…

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