…floundering retailer Magazine Luiza SA which, according to the article, “has surged more than 1,000 percent since reaching a record low about a year ago, making it the top stock…
Search Results for: low-volatility funds
Equal Weighting Can Beat the Market
…out that some equal-weighted funds with the same holdings have outperformed the benchmark. He writes, “The equal-weight strategy covers for a few flaws in the market-cap style. It keeps the…
7 Promising Small-Cap Growth Stocks for 2017
…infrastructure, electrical installation and mechanical design solutions for commercial, industrial and residential applications. The company scores well based on its low price-sales ratio and modest leverage as well as positive…
How to Invest Like Buffett but via Factors
As the debate continues concerning how quantitative model performance compares to that of active funds, a Bloomberg article from earlier this month discusses the findings of an AQR study that…
Rob Arnott is Pro-Emerging Market Investment
…unusual three-way combination of low valuations, depressed currencies and strong momentum.” Here’s how: Low valuations: Arnott uses the Shiller PE ratio (which uses 10-year historical inflation-adjusted earnings) as a basis…
Valuations Matter in Factor Strategies
…well, and was more pronounced in low-turnover portfolios. However, Bryan argued, while valuations matter, “investors probably shouldn’t use valuation spreads to time factor exposures, unless those spreads are extreme.” …
Investing Lessons from 2016 that Ben Graham May Give a Nod To
…to growth. Better days may be ahead for active investing: This past year has seen a continued flow of dollars into passive index funds as active managers have struggled…
Siegel Still Believes in Stocks for the Long Run
Twenty-two years ago, Wharton professor Jeremy Siegel asserted in his book Stocks for the Long Run that equities were the best long-term investment and that buying and holding through volatility…
Investing Like Buffett and Soros Could be Within Reach
…momentum or low-volatility,” Reese writes. AQR created a portfolio that tracked Buffett’s style and found that, if run over a 40-year period, it would return within 4 percentage points per…
Swensen's Yale Endowment Model Not a One Size Fits all Investing Approach
…Ivy League university’s CIO David Swensen shifted the $25.4 billion fund from a traditional mix of primarily bonds and a few equities into “carefully selected alternative investments—hedge funds, private equity,…