…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…
Search Results for: factor
Excess Returns, Ep. 24: The Pros and Cons of Factor Timing
…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”…
Validea Webinar: A live walk-through of the tools & research found on Validea
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:…
Excess Returns, Ep. 23: The Challenges of Multi-Factor Investing
…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…
Behavioral Finance and How to Avoid Making Poor Investing Decisions
…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,…
Is the US Equity Premium Dying?
…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…
Webinar: How To Use Validea Tools in Today's Rocky Market
…Validea’s new factor report for individual stocks, and why quality, momentum and low volatility factors may be important in today’s market. Our Trend Following system, which is a technical model…
Excess Returns, Ep. 14: Some Thoughts on the Struggles of Factor Investing in the Past Decade
The long-term evidence to support factor investing is compelling. Academic work has shown that factors like value and momentum have produced an excess return relative to the market over time….
The Value Premium is Smaller, but Not Dead
Although the value factor is one of the longest standing for stocks, the value premium has shrunk. This according to a recent article in AAII. The article notes that since…
Five Questions: The Future of Asset Management with Meb Faber
…within the industry and computing power have risen and factor-based strategies have become more widely available. On the business side, falling fees and increasing market share for the largest players…