According to a recent research paper by renowned LA-based asset manager DoubleLine, there’s still plenty of value left in Value investing even after the rally of the past few months.…
Last Thursday, we learned that International Value Advisors (IVA) was closing its doors and returning their investors’ money after 13 years of bellwether Value investing reputation through their Worldwide fund…
Last Thursday, we read several reports about ARK funds’ tumble in both price and asset flows – it seems that everyone from ZeroHedge to the Wall Street Journal has something…
Value stocks and high-risk stocks are the most likely to outperform in the coming months: Certainty in US leadership, the coronavirus vaccine roll-out and large economic stimulus will have a…
What's Your Prior? When a behavior leads to a positive outcome we are more likely to repeat that behavior, a phenomenon known in psychology as ‘positive reinforcement.’ Momentum trading fits…
What to expect for the stock market after the election What will the stock market do after the US election? With likely delays in finalizing the US election winner that…
Some factors regularly outperform after US Presidential Elections: Value, Small Cap and High Volatility tend to outperform following a Presidential election While Growth, Momentum, and Quality consistently underperform This is…
Sometimes, all it takes is another set of eyes to instantly spot the problem. A major Dutch Pension plan, using the Style Analytics’ Skyline™ reports, noticed that its Enhanced Index…
Equity markets’ concentration risk is not limited to just indices like the S&P500 and Russell 1000 - fundamental factors are concentrated and crowded. We used commercially available Style Analytics…
What's Your Prior? Value investing vs growth investing; of the two, you are probably more familiar with the Value approach. Value investing is the tried and true investment strategy of…
Widespread voting by mail could lead to another US election result delay. We studied factor performance in 2000 when the Bush vs Gore election result was delayed. In November 2000…
The unknown risk is the most dangerous of all because you don’t even see it coming. Investment management is a highly competitive business and the threat of a competitor whispering…
Are you overdiversified? Do your funds have high overlap in their investment styles or holdings? Identifying fund consolidation opportunities can deliver more effective asset allocation by helping you clearly track…
Many investors today have turned to factor investing as a systematic and cost-efficient way to achieve exposure to a particular factor premium, such as Value or Momentum, or to a…
Launching a new fund involves many critical steps to ensure short-term and long-term success. Asset managers rightly focus their time and energy on the strategy, operational structure, capital raising and…
Crowded trades, susceptible to high volatility, result in risks often overlooked by investors. Crowded trades happen when multiple market participants trade the same securities or while employing similar strategies. While…
Building or rebalancing a mutual fund portfolio can be a daunting task without an efficient analytical tool to help with the research. It can also be very time consuming. How…
Researching potential managers and conducting due diligence can be complex, time-consuming and taxing. Collecting data into a usable database is a costly and time-consuming prerequisite, and only once there can…
In today’s turbulent markets, more than ever, asset managers need to validate their investment processes by using advanced data and analytics. The alternative, for most asset managers, is to risk…
As difficult as it may be to decide to divest a manager, the next decision – where to reinvest that money – can be an even bigger challenge. Without the…