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Search Results for: value

Quantitative Asset Management - Building Systematic Real-World Strategies | Michael Robbins

September 23, 2023

…What makes a good investing factor? 30:13 – Does factor timing work? 33:44 – The different types of models 37:51 – Is value investing dead? 44:32 – What makes a…

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Small Cap Value: Waiting for the Jumpstart

September 6, 2023

…16.9 over the last quarter-century. Honing in on Small Cap Value Universe Things are even more compelling in the small-cap value universe. Using Validea’s Market Valuation tool, I’ve looked at…

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Put Down the Dividends and Slowly Back Away

August 30, 2023

…less than optimal value metric 09:28 – Dividends, buybacks and capital allocation 11:31 – Dividends as a quality metric 15:34 – Good and bad buybacks 18:18 – Pay the dividend…

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Before Buying This ETF, Read The Ingredients

August 23, 2023

What measure to use to determine what’s a value stock and what’s a growth stock is an ongoing debate, and especially relevant now, when Microsoft—typically not considered a value stock—is…

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The Human Touch in Quantitative Investing: Decisions Behind Systematic Strategies

August 23, 2023

…like value can be measured in many different ways, including a variety of individual metrics or a composite of them. Thus, even at the inception of a model, the human…

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Ideas From the Father of Value Investing

August 22, 2023

Benjamin Graham is often considered to be “the father of value investing” and an article in Forbes discusses the two models created on his philosophies: the AAII Graham Defensive Investor…

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Lessons from Evaluating Investment Managers with Clare Flynn Levy

August 17, 2023

…26:14 – Do investment managers add value with their decisions? 29:09 – How to properly deliver feedback 33:54 – How the feedback process works 36:34 – Discretionary vs. quantitative managers…

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A Quant and a Financial Planner Discuss Factor Investing

August 14, 2023

…trade-off between value and quality 12:03 – Isolating vs. blending factors 14:32 – Quant strategies vs. discretionary managers 16:08 – Breaking down active manager performance using factors 18:05 – Systematic…

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Let the Flowers Bloom: Eight Ways You Can Maximize the Power of Compounding

July 26, 2023

…and Doug Clinton of Deepwater Asset Management talking about how they seek out firms with durable advantages and value. 3. Dividends / Income Berkshire Hathaway doesn’t pay a dividend but…

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Are International Stocks Worth It?

July 19, 2023

…those countries after Russia invaded Ukraine early last year, with the Morningstar Emerging Markets Europe Index losing almost 2/3rds of its value in 2022. But those stocks are a small…

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Momentum investing has long been one of the most robust and persistent factors in financial markets. Decades of academic research show that stocks with strong recent performance and improving fundamentals often continue to outperform, at least for...
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