Marko Kolanovic, JPMorgan’s global head of macro quant and derivatives strategy, says the “massive rotation into value stocks that rocked investors two months ago is going to extend to 2020,”…
Tag: Value Stocks
Value Stocks Not Left for Dead Yet
Although the value strategy has been “in crisis” of late, a recent Bloomberg article suggests, “let’s not take the panic too far.” It says, “Yes, on a relative basis, the…
A London Gathering—and Reckoning--for Value Investors
A recent article in Bloomberg offers insights on the outlook for value investing, highlighting a recent talk given at a London conference by Inigo Fraser Jenkins, head of quantitative strategy…
GMO Excerpts: The Comeback Trail of Value Investing
A recent article in FT Alphaville offers insights from GMO’s Head of Asset Allocation Ben Inker regarding the potential for a value reversal, as outlined in the firm’s third quarter…
Shift from Momentum Proves Boon or Einhorn's Greenlight Capital
David Einhorn’s Greenlight Capital hedge funds gained 8.4% in September, bringing average weighted returns for the year to 24%, the company reported. This according to a recent article in Bloomberg.…
O'Shaughnessy Insights on Value's Terrible Performance
In a recent interview on the Bloomberg Markets Odd Lots podcast, O’Shaughnessy Asset Management (OSAM) co-CIO Chris Meredith talked about value’s long period of underperformance and shared some insights regarding…
The Revival of Value Stocks Could Be the 'Real Deal'
Some signs are pointing to a value-stock rotation, according to a recent article in Barron’s that says, “value stocks are acting like a tightly wound spring that has started to…
Why Return Skewness Offers Some Hope for Value Investors
By Jack Forehand, CFA (@practicalquant) It is no secret that value investing strategies have struggled for a long time now. The extended period of underperformance has tested the patience of…
Cheap Stock-Hunting Back in Favor
Value stocks have underperformed growth “in all but one year,” but saw a shift last week. This according to a recent article in The Wall Street Journal. On Monday, September…
Value Investing: Improving the Odds
The yield curve may identify periods where the value premium is more attractive, according to research published by quant firm FactorResearch. The article presents findings from a study using data…