Factor-Based Stock Portfolios
Guru Based on | Number Of Stocks |
Rebalancing | Annual Return |
---|---|---|---|
Meb Faber | 10 | Annual | 20.6% |
Partha Mohanram | 10 | Monthly | 15.4% |
Dashan Huang | 10 | Monthly | 19.3% |
Motley Fool | 10 | Tax Efficient | 13.9% |
James O'Shaughnessy | 10 | Tax Efficient | 17.9% |
Martin Zweig | 20 | Tax Efficient | 12.7% |
Wesley Gray | 10 | Monthly | 12.4% |
Peter Lynch | 20 | Monthly | 12.0% |
Kenneth Fisher | 10 | Monthly | 11.9% |
Benjamin Graham | 10 | Annual | 11.4% |
Factor-Based ETF Portfolios
Portfolio | Annual Return |
Benchmark |
---|---|---|
Factor Rotation - Momentum with Trend | 12.5% | 10.3% |
Factor Rotation - Composite with Trend | 12.3% | 10.3% |
Factor Rotation - Momentum | 11.6% | 10.3% |
Factor Rotation - Composite | 11.3% | 10.3% |
Factor Rotation - Macro with Trend | 10.3% | 10.3% |
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Sat, 12 Oct 2024 Three Mag 7 Stocks That Pass the Fundamental Tests of Warren BuffettWarren Buffett, the Oracle of Omaha, is renowned for his long-term value investing approach focused on high-quality companies with durable competitive advantages. While Buffett himself has traditionally avoided technology stocks, that has changed in recent years with Buffett making Apple has largest position. And more and more of the Mag 7 are meeting Buffett’s stringent fundamental tests. Three members of the vaunted “Magnificent 7” group of mega-cap tech leaders currently pass Validea’s quantitative interpretation of… View Full Post |
Sat, 12 Oct 2024 Lessons from Two Decades Running Quant ModelsIn the ever-evolving world of finance, the adage “the more you know, the more you realize you don’t know” rings particularly true. After nearly two decades of running quant models, one of the most profound lessons learned is the importance of focusing on what remains unknown. Despite the wealth of knowledge accumulated over the years, the vastness of what’s yet to be understood in this field continues to humble even the most seasoned professionals. Reflecting… View Full Post |
Fri, 11 Oct 2024 Top Benjamin Graham Stocks – October 2024Validea’s Ben Graham strategy is based on the value investing approach pioneered by Benjamin Graham, often called the “Father of Value Investing”. This strategy aims to identify undervalued stocks by focusing on companies with strong financial positions and consistent earnings. The approach uses strict criteria to select stocks, emphasizing safety and value over growth potential. Key Criteria of the Graham-based Model: This strategy aims to identify financially stable, undervalued companies with consistent performance. Here are… View Full Post |
Thu, 10 Oct 2024 Validea Value Spread Update – October 2024Here is the latest value spread update for October 2024 from Validea’s market valuation tool. Rather than focusing on market-cap weighted indexes like the S&P 500, our tool focuses on the valuation of the average stock relative to history. We use the median of our investable universe of 2700 stocks to perform the calculation. To compare value vs. growth, we look at the top decile of the cheapest stocks and compare it to the top… View Full Post |