…are under- or out-performing. The strategy employs five factors; value, momentum, low risk, quality and size, says Lee, all of which were well-vetted in academic research and across geographies. The…
Search Results for: momentum
Apple Taking a Bite out of its Own Stock with its Buyback Program
…S&P Global Market Intelligence) the stock price has doubled, boosting the company’s market cap by 49%. “A steadily-risings share price has a way of taking on its own momentum,” the…
The Losing Battle to Consistently Beat the Market
…that run the gamut of investing styles, ranging from value to growth to momentum. Each of these models was selected because it had a long-term record of beating the market…
Quant Bets Divided Over Timing of U.S. Cycle
…to back up whichever group of quants you believe.” Volatile and momentum equities continue to show gains (supporting the BofA position) while cheap value and highly-leveraged shares have slumped (characteristic…
The Future of Factor Investing
…not work in practice and even the most popular factors, like value and momentum, may prove less effective going forward.” With investing, the article argues, “true relationships can be hard…
The Tarnishing of David Einhorn
…poor performance to the broader decline of value investing and the rise of quants, ETFs, index funds and momentum stocks. But the article suggests that Einhorn’s adherence to his “value…
Small Caps Outpacing Multinational Peers
…recent article in The Wall Street Journal. The article reports that, in recent weeks, data suggests that worldwide momentum might be faltering. “Growth in the eurozone appears to have slowed…
Factor Performance in First Quarter
…(including tighter U.S. monetary policy and trade tensions), the article outlined the following points: Growth, small size and momentum factors were the best-performers in the first quarter. “Many investors expected…
How Long is Long Term in Investing?
…other types of growth and momentum stocks and 2) history shows that value stock outperformance is cyclical and there are periods when it works and long periods when it doesn’t…
Stocks Aren't Reflecting Improving Earnings
…of losing momentum. “Those most concerned about sustainability,” writes El-Erian, “also worry about the policy transition in central banking.” He says that central banks have been “stepping back from the…