…that not all trades will be winners 37:40 – When momentum and trend following struggle 41:00 – Attracting the right type of investors 43:27 The one lesson James would teach…
Search Results for: momentum
Twin Momentum: Combining Price Momentum & Fundamental Momentum Into One Top Quant Model
…momentum and price momentum and looks for the stocks exhibiting both types of momentum. Today’s Screen: X Pass the Twin Momentum with at least 90% (stocks are percentile ranked based…
Before Buying This ETF, Read The Ingredients
…growth-focuses fund managers, S&P reconfigured its growth indexes to factor in momentum along with sales growth and price-to-earnings ratio. The reason Microsoft is in S&P’s value index is because its…
Show Us Your Portfolio: Gary Antonacci
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…
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…