Search Results for: factor

The Most Expensive Investing Factor

December 20, 2017

…our studies of factors, we have seen benefits from factor timing in the past when two conditions were present. The factor was at extreme levels relative to the past You…

Overseas Investors Buying U.S. Stocks Again

December 13, 2017

…of America Merrill Lynch showed that allocations to U.S. equities by global fund managers rose in November. “Overseas investors,” it adds “could become an increasingly important factor for the U.S….

The Dangers of Data

December 6, 2017

…both exist, and small and value stocks will outperform over time. In fact, when you combine them together, you get even better returns since most factor returns are magnified in…

BlackRock's Ang Favors Momentum

December 4, 2017

…in market-timing in and out of factors, he leans toward a “multifactor combination” and rotation of factors throughout an economic cycle. “Our biggest theme,” he adds, “is that we are…

The Two Most Important Investing Decisions

November 30, 2017

…pick within that style. For factor investors, which factor or factors to follow can be another significant decision. The interest in these types of decisions is very high and so…

The Value of Cash and the Gurus

November 28, 2017

…is a two factor metric. The first step is to determine Net Current Assets, which is simply Current Assets minus Current Liabilities. The higher the cash balance, the higher the…