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Search Results for: factor

Highest-Paid CEOs Tend to Run Worst-Performing Companies

March 19, 2018

…Ric Marshall, a senior corporate governance researcher at MSCI, said the report “argues for the equity portion of CEO pay to be more conservative.” According to MSCI, one possible factor…

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Why Both Sides of the Active vs. Passive Debate Are Right

March 7, 2018

…going forward. There was a great article on the Factor Investing blog that drove home the potential for factor-based active strategies. Although costs are typically cited as a significant negative…

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Tracking Errors and What They Mean to Investors

February 26, 2018

…fund is all over the place and maybe doing something that’s quite different from the index.” As far as how tracking error information should factor into portfolio management, Kinnel says,…

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The Meb Faber Show - John Reese: There Is No Strategy That Outperformed the Stock Market Every Single Year

February 19, 2018

…to computerize the strategies of legendary investors using factor-based models. They also take in an in depth look at the model John created based on Warren Buffett and the challenges…

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Aiming for Private Equity-Like Returns Using a Small Cap Value Quant Strategy

February 8, 2018

…where the opportunities can be found. To uncover those stocks with even more excess return potential, a second set of factors across four different areas are applied: deleveraging factors, technical…

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Fear-of-Missing-Out is Pervasive Among Investors

January 24, 2018

According to a recent Bloomberg article, the fear-of-missing-out (FOMO) factor looms large as the S&P 500 “got off to its best start to a year since 1999,” adding, “It’s risen…

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Buffett Says Tax Cut is Bullish for Stocks

January 24, 2018

…CNBC article. On CNBC’s Squawk Box earlier this month, Warren Buffett said, “The tax act is a huge factor in valuation.” Simple math, said Buffett, says that the tax bill…

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A Bond Blowout Might Be Coming

January 23, 2018

…Louis.” The other factor to keep an eye on, the article argues, is central bank communication. “So far,” it says, “central bankers have been extremely gradual in signaling the end…

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You Can’t Time The Market – But Many People Should

January 4, 2018

…isn’t that simple. While I wouldn’t disagree with anything in the above two quotes, in the real world all investors have to deal with a factor that complicates the process….

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How an Investment Strategy Can Be at the Top and Bottom at the Same Time

December 26, 2017

…factor-based investing methods. One of the strategies, let’s call is Model A, is up 58.1% for the year compared to a gain of 20% for the broader market. Ok, that…

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