…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…
Search Results for: factor
The Value of Cash and the Gurus
…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…
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] The Most Hated (And Most Loved) Investing Factor [2] The Importance of Expectations…
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] The Most Hated (And Most Loved) Investing Factor [2] The Biggest Failure of…
The Most Hated (And Most Loved) Investing Factor
By Jack M. Forehand (@practicalquant) — Factor investing requires a lot of patience. Despite the fact that research shows that many factors can produce outperformance over long periods of time,…
The Biggest Failure of the Investment Management Industry
…the identification of the factors that lead to market outperformance (and their deployment in a low-cost way), are both major positives for investors. Our Biggest Area of Failure So the…
Some Thoughts On Improving the Predictive Value of Morningstar's Ratings
…very last sentence is the key, which is why I’ve emphasized it. Source: http://www.cfapubs.org/doi/full/10.2469/cp.v30.n3.1 At Validea, we do a lot of performance evaluation for the factor-based models we run, and…
Bob Doll Says Bull Market is Likely to Continue
…he says, earnings are the key factor. While he expects they may continue to rise through the end of this year, he argues that “the pace of earnings growth may…
Are We Partying Like its 1999?
…learning from the past is something we all should do, as long as the past is put in the proper context. As a factor-based investor who focuses on value and…
Shift to Passive Investing May Not Influence Stocks Like Some Think
…index buying really is a huge factor in driving up stock prices, this model would argue that Warren Buffett and shareholders of Berkshire have been some of the biggest beneficiaries…