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Search Results for: factor

O’Shaughnessy Emphasizes the Value of "High-conviction" Buybacks Over the Long Term

October 1, 2015

…“lottery stocks,” noting that some do very well but the average return is negative. To evaluate the value of stocks, he uses a composite of various factors (such as price…

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Quantitative Model Exploits Market Inefficiencies for Above-Benchmark Returns

September 28, 2015

…Acadian uses this and other “factors” of a stock to predict the return associate with a stock in the near future. The process involves an aggregation of common metrics (like…

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High Conviction Buybacks = Superior and Consistent Long Term Returns

September 17, 2015

…year), but that high conviction share repurchases typically take place when the stocks of the companies present more value (value in this case is defined as a value factor using…

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Sequence Risk Lurks for “Buy on the Dip” Investors

September 1, 2015

…risk”, which refers to the order in which stocks produce good and bad returns, is a very important factor in determining whether buying during market declines is an appropriate approach….

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Should You Use Dividend Yield As A Value Metric?

August 21, 2015

…“quite different”, (something he says he’ll address in a future post). “More generally,” he adds, “you should never rely on a single factor when making decisions about a company.”  …

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Paulsen: Calmness And Valuation Make Market Vulnerable

July 17, 2015

While investors have been fixated on the Greek debt crisis, James Paulsen of Wells Capital Management says there’s another big factor that markets must deal with. Paulsen tells CNBC that…

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Be Careful With Regional Bank Stocks

June 11, 2015

…customer portfolios that may be funded with margin debt,’” he notes, adding, “Then there is the fact that interest rates are far, far from the only factor influencing bank stocks…

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Sonders Talks Inflection Points, and Zweig's Greatness

May 1, 2015

…Sign up for The Guru Investor’s FREE Weekly Newsletter Sonders says that, while the Federal Reserve’s policies have been a big factor in the six-year market rally, the Fed isn’t…

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R-Squared Indicator Says Market Could Get Scary

April 10, 2015

…that has predicted many former declines is flashing a warning signal. In a column for MarketWatch, Michael Brush talks about what he terms the “JP Factor”, a measure of market…

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New Data Supports Fisher's Old Approach

March 6, 2015

…in and of itself is a huge market-beater — using just that factor tripled the market average, according to his testing. “What is important to remember about this screen is…

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