…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…
Search Results for: momentum
The Many Different Flavors of Value
…to Rebalance With factor-based portfolios, how often you rebalance can have a significant effect on returns. Momentum portfolios typically require more frequent rebalancing to produce their best performance, but in…
What Seeing Galaxies From “Far, Far Away” With The Webb Telescope Can Teach Us About Investing
…to find the drivers of stock returns, including the size and value premium along with momentum and a few others. These factors were present in markets, but it took research,…
Beware the Back Test
…more back tested results accompanying investment products. In fact, much of the evidence that support things like value and momentum, which are used in countless investment products, is based on…
Six Experts Help Us Understand Momentum Investing
Momentum is one of the more challenging factors for investors. Although the long-term evidence that supports it is very strong, many investors have a difficult time understanding why something should…
Bank of America Survey Shows Stagflation Fears
…that destroyed any hope of the Fed being able to slow its momentum as it aggressively raises interest rates, the article contends. 73% of the survey’s respondents believe the economy…
Four Ways Value Investors Can Use Momentum
Value investors in general tend to have an aversion to using momentum in their investment strategies. But the long-term evidence suggests they should rethink that. In this episode we look…
Harnessing Empirical Finance in Long-Term Investing Strategies with Dimensional’s Savina Rizova
…of Barron’s 100 most influential women in finance. We also take a deep dive into factor investing and how Dimensional views the major factors including value, momentum, profitability and investment,…
The Good, Bad and Ugly of Trend Following
…Multiple Investor (CARLISLE) 12/29/2008 40.50% 70.90% Quantitative Momentum Investor (GRAY) 1/3/2006 45.40% 70.60% Energy 12/23/1998 41.20% 72.10% Technology 12/23/1998 52.50% 82.00% Financials 12/23/1998 49.40% 82.70% Getting Out and Back In The second…
Why Are Economists Worried When The Economy Is Booming?
…current economic rebound is great enough that it can afford to lose a lot of momentum without falling backward. And most economists expect supply constraints to loosen as the pandemic…