The CBOE Volatility Index (VIX) has been well below its long-term average (of around 20), according to a recent article in Barron’s, which suggests that this might not necessarily be…
Search Results for: low-volatility funds
Validea Gets Under the Hood: P/E Ratios
…see the lower of the current P/E (TTM) or the P/E based on the last three fiscal years be below 15. David Dreman: Dreman used a value composite to some…
Podcasts of the Week: Urban, Wilmott & O’Shaughnessy
…It also delves into whether markets are truly efficient, and whether the implied volatility in option contracts does a good job predicting future volatility, among other topics. One of the…
Shift to Passive Investing May Not Influence Stocks Like Some Think
…decade, during which more than $1 trillion has shifted from active to passive U.S. equity funds.” Source: https://www.cnbc.com/2017/04/17/a-seismic-shift-is-happening-and-billions-are-pouring-into-these-funds.html And things haven’t changed at all in 2017. A recent Business Insider…
Value Investing Performance Varies Depending on Measure
…via a bumpier road (volatility on the P/E value portfolio was higher than the S&P 500).” And while there is still debate about whether the margin between P/B and P/E…
Rising Leveraged Debt a Worry
…U.S. and is on track to beat the 2007 record of $534 billion. Even though default levels are low, the article says, this could spell trouble if market conditions deteriorate….
Investors May View Bonds as the Lesser of Two Evils
…Investors are buying into bond funds, the article says, because of their stability relative to stocks rather than in anticipation of a rise in bond prices. According to Fran Kinniry…
Four Thaler-Inspired Takeaways Investors Can Learn From
…paragraph could just as easily lead into a stock market chronicle outlining the vagaries of business cycles, stock price volatility and investor behavior. Which may explain why, after last week’s…
Zweig: Income Investors Shouldn't Get Desperate
…central banks.” Zweig points out that the flow of funds to these sorts of stocks could be a symptom of an “overheating” market. While such an approach, he argues, may…
Value Strategies and Quant Approaches
…ugly truth,” the article says, “is that many value funds apply dime-a-dozen strategies built on formulaic accounting ratios. Investors are better off looking for managers who deploy more comprehensive analysis…