…stalwarts, and fast growers – each requiring slightly different evaluation approaches. Financial health is another crucial factor, with a strong preference for companies maintaining reasonable debt levels. This is measured…
Search Results for: factor
Bigger Extremes, Better Returns | Cliff Asness on the "Less Efficient Market Hypothesis"
…from his latest paper. The conversation also covers the role of intuition in factor investing, inflation’s impact on markets, and ends with Cliff’s essential advice for the average investor. Throughout…
The Magic of Simplicity: Joel Greenblatt's Two-Factor Investment Strategy
…returns while challenging conventional wisdom about what it takes to beat the market. The Formula Unveiled At its core, Greenblatt’s Magic Formula combines just two fundamental factors: Return on Capital…
Five Lessons from Meb Faber
…He points out that dividends are essentially a value factor, and investors might be better served by focusing on value directly. For those in high-tax states, dividends can be particularly…
Finding Twin Momentum Stocks
…outperformance. Their research showed that while both types of momentum individually provided excess returns, the combination of the two factors created an even more powerful investment approach. The Two Pillars…
An Evidence-Based Look at the Struggles of Value Investing | Larry Swedroe
…be beneficial for investors. We also discuss factor investing, the increasing role of alternatives, and how individual investors can approach portfolio construction in our evolving market landscape 🖥️ Watch on…
Building a Quantitative Strategy Based on Warren Buffett's Approach
…historical ROE and dividend payout Estimate future EPS and stock price Factor in expected dividends Calculate the implied annual return We’re looking for an expected return of at least 15%,…
Lessons from Two Decades Running Quant Models
…of time. Strategies such as following factor-based approaches with strong historical track records, maintaining a long-term focus, and striving to eliminate emotion from the investing process have proven their worth….
Five Guru-Approved David Tepper Holdings
…(12-month return excluding most recent month in the 7th percentile), a powerful combination according to Huang’s research. Multi-Factor Investor (Pim van Vliet) Score: 93% TSM fits van Vliet’s criteria for…
5 High Shareholder Yield Stocks That Peter Lynch Might Like
…financial companies. Additionally, the bank’s net cash position is considered a bonus factor in the Lynch model. The Lynch-Shareholder Yield Connection These five companies not only demonstrate high shareholder yields…