…article in The Wall Street Journal. The purchase is a small one given its size—MassMutual’s general investment account totaled $235 billion as of September 30th—but it reflects further momentum for…
Search Results for: momentum
Seven Lessons from Mr. Market in 2020
…the growth and momentum models are beating the value approaches, it’s been amazing to see the reversion back in some of our value models, particularly the strategies that have the…
Twin Momentum: Combining Fundamental and Price Momentum Together In One Quantitative Model (Ep. 59)
…your Favorite Podcast Platform https://youtu.be/bOQopeEdMIo Validea’s Twin Momentum Investor Model & Model Portfolio https://www.validea.com/dashan-huang https://www.validea.com/twin-momentum-investor-portfolio/dashan-huang Justin’s Article on Twin Momentum https://blog.validea.com/twin-momentum-a-combination-of-fundamental-price-momentum/ Twin Momentum: Fundamental Trends Matter Research Paper, SSRN https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2894068…
The Life Cycle of Investing Factors
…long-term historical data, there is good reason for that. Factors like value and momentum are supported by extensive academic research showing that they have produced a positive premium over an…
The Birth, Growth & Death of Investing Factors w/ ReSolve Asset Management's Adam Butler
Many investors have come to accept the fact that the major factors like value and momentum will produce excess returns over the long-term. But what if the fact that these…
As the S&P 500 nears Pre-Pandemic High, Retail Investors See Big Gains
…far,” it is still unclear what the outcome will be. According to Jeffries global equity strategist Sean Darby, the retail investor “craze” has involved “a lot of momentum trading and…
The Pros and Cons of Direct Indexing
…can require positions to be sold that have taxable gains. That reduces tax efficiency. For example, if a high momentum stock sees its momentum break and that position has a…
Mutual Fund Past Performance Predicts Future?
…because momentum—the tendency for stocks that yielded high returns in the past year to do well in the following year—was a bigger contributor years ago, but has weakened in recent…
Tesla’s Momentum ‘A Powerful Force’ that Leads Stock Market Surge
Tesla is among a small group of stocks whose recent surge has pushed the broader market higher, causing worry among some analysts. This according to a recent article in The…
Is the Growth-Over-Value Edge Finally Nearing an End?
…the ratio continues to make higher highs, momentum is at record overbought levels.” It advises investors to “watch for momentum to roll over as a signal that the bull market…