On Validea.com, we run 22 public facing models. Most of the models are a combination of fundamental factors, combining measures like profitability, valuation, cash flows, levels of debt, relative valuation,…
Tag: Factors
The “Value” Phoenix May Rise
A recent Advisor Perspectives article argues that the value investing strategy shouldn’t be counted out just yet. “We have seen flickers of value’s reemergence,” it reports, adding, “After outperforming momentum…
Quants Find the Missing Piece
New research has found that the implementation methods related to some factor-based investing strategies is the culprit for underperformance, and that “a simple formula can solve it.” This according to…
A Detailed Look at the Quality Factor
By Jack Forehand, CFA There is probably no investing factor that makes more sense to your average investor than quality. We all want to own great companies – think Apple, Microsoft,…
Excess Returns, Ep. 14: Some Thoughts on the Struggles of Factor Investing in the Past Decade
The long-term evidence to support factor investing is compelling. Academic work has shown that factors like value and momentum have produced an excess return relative to the market over time.…