…relative strength stocks doesn’t work and the laggards dramatically outperform the momentum names. To counteract some of the pitfalls with momentum, Rotblut discusses combining value factors, or strategies, with momentum….
Search Results for: value
Four Conditions Reminiscent of 1999
…“Protracted growth-stock bull market and underperforming value stocks,” as demonstrated by a nearly 11% disparity in the relative performance of value versus growth stocks in the three-year period ending March…
Manager with Growth (and a Hint of Value) Drives Long Term Returns
…invest in their stocks when they sell at a significant discount to estimated intrinsic value.” Hamzaogullari compares a firm’s market value to the value a private buyer might pay for…
Diversification: The Only Free Lunch on Wall Street
…for large-cap blend the (S&P 500), large-cap value, small-cap blend, small-cap value stocks and a four-fund combination of these asset classes. In every summary, the four-fund combination produced a superior…
Asness vs. Arnott on Smart Beta, Factor Timing, and Performance Chasing
…to do well,” Asness wrote. He continued: “I think that siren song should be resisted,” observing that “at least when using the simple ‘value’ of the factors themselves, I find…
All Things Buffett
…of that class of stock. Ever wanted to track Berkshire’s stock holdings in real-time or see the value of each stock? Alex Crippen over at CNBC maintains a nice Buffett/Berkshire…
Time For An Oil Rebound?
…of these beaten-down energy companies look like good bets to rebound, says Validea CEO John P. Reese. Reese says that the oil price declines created a tricky situation for value…
The Only Fed Voice that Matters – Listen to Yellen
…Morgenstern was merciless toward those who take the emissions of the data mills at face value. Jonathan Ferro summarized the conversation neatly: “Cut through the noise. Listen to Janet Yellen.”…
How Will Increasing Passive Investment Affect Market Efficiency?
…represents a value-weighted combination of all assets in all countries,” which essentially forces investors to make quasi-active choices by deciding what asset classes and markets they want to invest in….
Is The Growth/Value Pendulum Swinging?
…better future performance. Reese says it’s too soon to say whether the value’s recent bounce-back signals a new turn in the growth/value cycle. But it “is encouraging for those value…