…returns on capital in many cases, but those ingredients don’t always lead to market outperformance. There are so many factors at play when deciding whether or not a stock should…
Search Results for: factor
Most Read Posts on Validea's Guru Investor
…Tips for the Contrarian Investor [3] Research Affiliates Says Spread Factor Bets [4] Ritholtz Ranks What Helps or Hurts Investment Returns ——- Photo: Copyright: arcady31 / 123RF Stock Photo …
Slower Earnings Growth Will Test Bull Market
…into the cycle. Whether earnings roll over is going to be the deciding factor that ends this cycle.” According to Titus Wealth Management managing director Scot Lance, companies would have…
Swedroe Talks Factors and Fixed Income
In a recent article for ETF.com, BAM Alliance director of research Larry Swedroe discusses how factor investing can apply to the bond market, even though it has been slower to…
I Think, I Know, I Have No Idea
…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…
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…