…Edwin Coppock was a technical analyst who proposed his market-timing model in an article for Barron’s in 1962. Hulbert explains it as a “momentum indicator that filters out shorter-term market…
Search Results for: momentum
Momentum Investing is Back, At Least for Now
…article in Investment News. The article cites a recent white paper by AQR that addressed momentum investment results and reported that “trend-following has delivered strong positive returns and realized a…
Blending Strategies to Reduce Volatility and Boost Results
…Momentum Investor portfolio has returned 192.2% and our Value Investor portfolio has returned 238.3% (outperforming the market during that time by 78.2% and 199.9%, respectively). Using these two strategies, the…
"Quantimental" Fund Management Raises Eyebrows
…factors such as value, momentum and volatility) into the management of funds that have been primarily fundamentally driven (focused on more traditional metrics related to earnings, profitability, debt levels and…
Augmented Reality Craze and Stock Picks
…gets a thumb’s up under our John Neff-based methodology. Facebook Inc. (FB), the social media giant, gets high marks under Validea’s Momentum Investor model given its exemplary quarterly EPS growth…
In Factor Investing, Integration is a Plus
…factors (eg. building one portfolio for value and a second for momentum and then combining the two), better results can be obtained through an “integrated” approach whereby investors would build…
Some Tasty Stock Picks in Organic Foods
…markets snack food and beverage products for consumers in approximately 165 countries around the world. Under Validea’s Momentum stock screen, MDLZ well exceeds both quarterly EPS and annual earnings growth…
5 Utility Stocks with Attractive Company Fundamentals
…our Lynch model, and shows well under Validea’s Momentum model due to increasingly strong stock performance. Dynegy Inc. (DYN)—produces and sells electric energy. Scores 90% under our Piotroski screen based…
Asness and Arnott Talk Market Timing, Smart Beta and Behavioral Biases
…momentum as two smart beta factors with the best outlook. Ultimately, the panelists were aligned around on the notion that investors are prone to behavioral bias. Arnott said, “Evolution conditions…
Fundamentally Sound Stocks Win When Recessions Loom
…group invests using a number of ‘factors’ — that is, fundamental criteria that measure valuation, momentum, financial strength and other stock qualities.” Investing based on these factors tends to lead…