In this episode, we speak with Optimal Momentum founder and author of “Dual Momentum Investing: An Innovative Strategy for Higher Returns with Lower Risk” Gary Antonacci about the process he…
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The Value Trap Conundrum – And Six Criteria to Help Deal With It
…have a Twin Momentum strategy we run for Validea that is based on a paper by Dashan Huang. The strategy uses seven variables (earnings, return on equity, return on assets,…
Shareholder Yield Just As Important As Dividend Yield
…Shareholder Yield, factors in valuation discipline and momentum to their metric and holds about 100 stocks, mainly large- and mid-cap. The fund rebalances every quarter and has returned 71% over…
Rebalancing At Momentum ETF Offers Clues To Beat Market
Late last month, the iShares MSCI USA Momentum Factor ETF, which offers maximum exposure to the momentum factor, was rebalanced, offering clues to market-beating strategies, contends Ryan Jackson, a Manager…
Value vs. Growth Is In The Eye of the Beholder
…for growth, it’s a 3-year change in earnings per share and sales per share, as well as a 12-month price momentum. For value, those criteria are a lower book value…
A Better Way To Seek Out Quality Stocks
…and employee well-being. Those aspects of a quality company can sometimes be harder to suss out than typical factors like growth, value, and momentum, and as such haven’t been used…
AI Can’t Beat The Market
…data such as earnings, share momentum, and sentiment are only part of the picture, so while AI might identify correlations in the reams of data presented to it, that doesn’t…
The Long and Short of Factor Investing
…conclusion may vary depending on the time period and market conditions being analyzed. Momentum Premium The momentum premium refers to the tendency of stocks that have performed well in the…
Factor Investing in Under the Radar Markets with Chris Covington
…crowded markets. We take a detailed look at their strategy and discuss value, quality, momentum and their approach to measuring stability. We also cover a wide range of other topics…
Combining Sentiment and Fundamentals: How Quant Models Uncover Opportunities
…33.96 119 8.2 13% 4% Source: https://www.validea.com/guru-stock-screener Quantitative Momentum Model – Investors Voting With their Dollars The Quantitative Momentum model is a pure momentum-based model used to identify stocks with…