Can Investors Replicate the Dorsey Wright Focus 5 ETF Strategy?
A long-time reader asked that we examine the performance and process associated with the Dorsey Wright Focus Five ETF (ticker: […] The post Can Investors Replicate the Dorsey Wright Focus 5 ETF...
View ArticleCreating an Alternative Investment Strategy with Value and Momentum
Anyone who follows our website should be familiar with the extensive evidence behind our favorite stock selection strategies: Value Investing Momentum Investing The […] The post Creating an Alternative...
View ArticleStock Market Anomalies and Baseball Cards
I still have a Ken Griffey Jr. Rookie Card. To be honest, I don’t even know where the thing is, […] The post Stock Market Anomalies and Baseball Cards appeared first on Alpha Architect.
View ArticleStyle Momentum in Australia?
Jegadeesh and Titman (1993) popularized a simple idea: “past winners outperform past losers.” Post JT, the relative strength, or “momentum […] The post Style Momentum in Australia? appeared first on...
View ArticleValue Investing Got Crushed During the Internet Bubble — Here’s Why…
The dot-com bubble of the late 90s was a wild time in the stock market. Internet stocks were trading through […] The post Value Investing Got Crushed During the Internet Bubble — Here’s Why… appeared...
View ArticleRecreating Asset Bubbles in the Laboratory
Are we in a bubble? It depends on what asset class you’re referring to, whom you ask, and what you […] The post Recreating Asset Bubbles in the Laboratory appeared first on Alpha Architect.
View ArticleWhy Investors Should Combine Value and Momentum Investing Strategies
In the past we have discussed how to combine value and momentum investing strategies to improve an equity allocation. In this piece we discuss why […] The post Why Investors Should Combine Value and...
View ArticleTaming the Momentum Investing Roller Coaster: Fact or Fiction?
Intermediate-Term Price momentum, originally researched by Jegadeesh and Titman in 1993, documented a how recent stock returns tended to continue […] The post Taming the Momentum Investing Roller...
View ArticleDual Momentum on Individual Stocks. Wow.
Hot off the press and haven’t had time to reverse engineer and verify, but this is pretty interesting stuff at […] The post Dual Momentum on Individual Stocks. Wow. appeared first on Alpha Architect.
View ArticleMedia Coverage and Stock Returns
Ninety Years of Media Coverage and the Cross-Section of Stock Returns Hillert and Ungeheuer A version of the paper can […] The post Media Coverage and Stock Returns appeared first on Alpha Architect.
View ArticleIs Price Momentum a Brother From Another Mother?
Fundamentally, Momentum is Fundamental Momentum Robert Novy-Marx A version of the paper can be found here. Want a summary of academic […] The post Is Price Momentum a Brother From Another Mother?...
View ArticleEvidence-Based Investing Requires Less Religion and More Reason
Technical Analysis: The Market’s Oldest Religion During the 1600s, the Dutch had a large merchant fleet and the port city of Amsterdam was a dominant commercial hub for trade from around the world....
View ArticleCan Investors Replicate the Dorsey Wright Focus 5 ETF Strategy?
A long-time reader asked that we examine the performance and process associated with the Dorsey Wright Focus Five ETF (ticker: FV). For those who are unfamiliar with the product, FV is a $3B+ sector...
View ArticleCreating an Alternative Investment Strategy with Value and Momentum
Anyone who follows our website should be familiar with the extensive evidence behind our favorite stock selection strategies: Value Investing Momentum Investing The evidence suggests that...
View ArticleStock Market Anomalies and Baseball Cards
I still have a Ken Griffey Jr. Rookie Card. To be honest, I don't even know where the thing is, but I hope it is it worth a ton of money at this point (although I doubt it). So disclaimer up front: I...
View ArticleStyle Momentum in Australia?
Jegadeesh and Titman (1993) popularized a simple idea: "past winners outperform past losers." Post JT, the relative strength, or "momentum anomaly," was forever ingrained in the minds of academic...
View ArticleValue Investing Got Crushed During the Internet Bubble — Here’s Why…
The dot-com bubble of the late 90s was a wild time in the stock market. Internet stocks were trading through the roof, tech IPOs were a practically daily experience, and people quit their jobs to make...
View ArticleRecreating Asset Bubbles in the Laboratory
Are we in a bubble? It depends on what asset class you’re referring to, whom you ask, and what you mean by “bubble.” We’ve posted before on how some great finance minds define bubbles, and why they...
View ArticleWhy Investors Should Combine Value and Momentum Investing Strategies
In the past we have discussed how to combine value and momentum investing strategies to improve an equity allocation. In this piece we discuss why an investor should combine value and momentum...
View ArticleTaming the Momentum Investing Roller Coaster: Fact or Fiction?
Intermediate-Term Price momentum, originally researched by Jegadeesh and Titman in 1993, documented a how recent stock returns tended to continue in the future. Stocks that were past winners (on...
View Article