…momentum and low volatility) and sub-factors. When investors enter a ticker, they are presented with an overall factor score (0-100, with 100% being the best), and below that are the…
Search Results for: momentum
2022 Looks Poised Be Good For Value Stocks
…in a high-interest rate environment, Rogers said that the economy is still quite strong. With that momentum continuing, higher rates won’t be enough to slow down that recovery, and undervalued…
Investors Map Their Course In 2021 Using Validea
…It’s nice when a model lines up with what is happening in the real-world. Most Popular Guru Portfolio: Twin Momentum based on Dashan Huang Twin Momentum Model Portfolio The most…
The Ugly Truth About Bubbles
…of “rolling mini-bubbles,” with the boom of hedge funds decreasing available alpha and price action encouraging “momentum-chasers.” When the market bottomed out in March 2020, the Goldman Sachs Non-Profitable Technology…
The Different Approaches to Multi-Factor Investing
…analysis of long-only strategies illustrates how a strategy that simultaneously incorporates both value and momentum outperforms a strategy that combines pure-play value and momentum portfolios that are formed independently. There…
Sheridan Titman On His Seminal Paper on Momentum Investing and What He Has Learned Since
Momentum was a factor that many academics were very reluctant to embrace. Our guest this week, Sheridan Titman, helped to change that with his 1993 paper “Returns to Buying Winners…
What Has Worked and What Hasn’t So Far in 2021
…we run that looks at momentum and consistency of momentum has struggled as the trend of outperformers in the market has been choppy. Second, lower quality stocks have been outdoing…
Five Lessons Our Podcast Guests Would Teach Your Average Investor
…trying to catch a falling knife. He suggested using momentum as a helpful tool in avoiding that. Full interview with Rob Arnott. https://www.youtube.com/watch?v=sPwBeok5DTM [2] Robert Hagstrom and Gregg Fisher –…
A Look at the Different Approaches to Factor Timing
…2017 “Contrarian Factor Timing is Deceptively Difficult” and concluded that it is much harder than it looks. They found better results using momentum in their 2019 paper “Factor Momentum Everywhere”. …
European Value Managers Say They Can’t Find Anything To Buy
…momentum of the last 18 months. Currently, the strategy is 26% in cash, and plans to be wound down by the end of October. It’s not alone in shuttering: asset…