…using factors beats market cap weighted indexes. But the factors that work best change and it is very difficult to see those changes coming before they happen. For example, in…
Search Results for: factor
Research Affiliates Says Spread Factor Bets
…multifactor investment strategy. Here are some highlights: According to Lee, Research Affiliates offers investors a multifactor strategy that combines individual factor portfolios while remaining transparent with respect to which factors…
Secrets to High Returns: Has the Hunt for Factors Gone Too Far?
…them, and the results suggest that perhaps the hunt for factors has gone too far. The article provides a brief chronology of factor investing (beginning with the capital asset pricing…
The Losing Battle to Consistently Beat the Market
…the price you have to pay to generate outperformance with factor strategies over time. https://www.advisorperspectives.com/articles/2018/06/14/in-defense-of-the-value-premium?channel=ETF Using the factor-based strategies we run, I took a look at whether it is possible…
Small-Cap ETFs Showing Big Returns
…600 indexes, the article also offers insights from Vanguard’s head of factor strategies Anthony Picca, who says, “Returns of small-cap stocks tend to be volatile, so if small-caps do poorly,…
Quant Bets Divided Over Timing of U.S. Cycle
…“It’s all down to conflicting signals in factor investing,” the article says, “which slice and dice equities by their traits like value, volatility and growth. As warnings snowball that markets…
Most Read Posts on Validea's Guru Investor
Below are links to our most popular posts for this week on Validea’s Guru Investor blog. [1] Some Thoughts on Howard Marks’ Most Recent Memo [2] The Future of Factor…
The Future of Factor Investing
A recent article in Advisor Perspectives offers a number of insights regarding factor investing: Data mining, it argues, represents a “huge risk” in factor-based investing. “Many factors have proven to…
Some Thoughts on Howard Marks’ Most Recent Memo
…strategies, he may be missing one major point – factor-based investment strategies don’t work all the time. If you could invest in a factor like value and outperform the market…
Most Read Posts on Validea's Guru Investor
Below are links to our most popular posts for this week on Validea’s Guru Investor blog. [1] Common Mistakes in Factor Investing [2] How Companies Fool Investors with Profits Fad…