…simple algorithm,” the article explains, “the firm takes into account valuations and momentum to invest in index and exchange-traded funds across different asset classes.” After the collapse of LTCM, Haghani…
Search Results for: momentum
Asness of AQR Says Passive Growth Is Good for Industry
…factors such as profitability and momentum, and Asness says that the prime draw is the returns available to investors at reasonable fees. He is quoted as saying: “History is on…
Systematic Selling Helps Keep Emotions In Check
…to speak. The Fool-inspired strategy, on the other hand, is focused on growth and momentum, and looks for companies with sales and earnings growth of at least 25% in the…
Market Divergences Making Traders Nervous
…becoming more risk-averse. Large-cap momentum is also slowing, as evidenced by the number of stocks trading above their 50-day moving averages. According to the article, this could point to “waning…
The Truth About Stock Market Anomalies
…generic low-cost broad-based index funds.” Two strategies that “held up” in the research were value and momentum, and simpler momentum strategies performed better than more complex approaches (such as those…
The Most Hated (And Most Loved) Investing Factor
…gamut from value to growth to momentum. Our historical testing shows that mean reversion in factors, particularly value factors, can be a very powerful force. The longer and more a…
The Active Versus Passive Debate is Not Binary
…management styles based on value, quality and momentum “have historically beaten the broader market. The problem is that active managers kept the profits for themselves by charging investors absurdly higher…
Einhorn Says Value Investing Will See Comeback
…last time value saw a turnaround– after the dot-com bubble in 1999 when, he said, “everyone was talking about eyeballs as the new paradigm for investing”—it ended badly for momentum…
Momentum Investing Works Until it Doesn’t
A recent article in InvestmentNews highlights how momentum investing—buying shares of whatever is rising the fastest and selling when these stocks “lose steam”–has been performing well of late. However, the…
Market Could be Reflecting a "Buying Climax"
A Morgan Stanley strategist is seeing signs that the stock market’s current momentum could be waning, according to a recent article in The Wall Street Journal. According to equity strategist…