…Protective Momentum (GPM) and Protective Asset Allocation (PAA) – produced very strong relative returns of -5.8% and -6.1%, respectively. Both utilize multi-asset strategies that combine relative momentum and crash protection…
Search Results for: momentum
The Fed Is No Longer The Market’s Friend
…now “isn’t the time for bottom fishing…Let your winners run,” the article advises, and points to the iShares Edge MSCI USA Momentum Factor as one ETF with a great deal…
Constructing A Better Trend-Following Portfolio
…stocks and 40% bonds split hasn’t fared too well. Now, DoubleLine Capital has put out a study touting a new approach: build a portfolio that follows market momentum as it…
Dean of Valuation: Market Is Being Driven By “Mood & Momentum”
“Mood and momentum” is what’s driving the market right now, Professor Aswath Damodaran of NYU’s Stern School of Business told CNBC International TV in a recent interview. Investors are looking…
Value Investing Offers Diversification
…in Today’s Market Screen for Stocks Using Peter Lynch’s GARP Method Value tends to outperform when other factors such as momentum, quality, and low volume are underperforming. Different analysts or…
A Look at How a Variety of Risk Management Approaches Have Worked in 2022's Bear Market
…Protective Asset Allocation invests in the 6 of those assets with the most momentum at any given time. Generalized Protective Momentum uses a score that combines an asset’s momentum with…
The Stock Market No Longer Has History On Its Side
…with this approach, in April 1930. In 151 years of history, what makes the April 1930 and August 2022 markets unique? Brown points to value and relying on “momentum strategy,”…
Four Strategies for The Risk-Averse Investor
…lots of different assets — the All-Weather portfolio, Generalized Protective Momentum and Protective Asset Allocation utilize asset class exposure and diversification as well as momentum and trend following to help…
Chinese Tech Giants Lose Their Backers
…than 1/3 of their value over the last year. Meanwhile, BYD faces negative investor sentiment and wavering growth momentum. Some strategists point to the company’s high valuation based on current…
Mapping The Opportunity in Small Caps to Value Investment Strategies
…books or academic papers and builds stock selection models that rank stocks through each fundamental strategy. We run value, growth, momentum and low volatility models. Many of the models we…