Factor-Based Stock Portfolios

Guru Based on Annual
Return
Meb Faber 20.6%
Partha Mohanram 15.4%
Dashan Huang 19.3%
Motley Fool 13.9%
James O'Shaughnessy 17.9%
Martin Zweig 12.7%
Wesley Gray 12.4%
Peter Lynch 12.0%
Kenneth Fisher 11.9%
Benjamin Graham 11.4%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All Stock Portfolios

Factor-Based ETF Portfolios

Portfolio Annual
Return
Factor Rotation - Momentum with Trend 12.5%
Factor Rotation - Composite with Trend 12.3%
Factor Rotation - Momentum 11.6%
Factor Rotation - Composite 11.3%
Factor Rotation - Macro with Trend 10.3%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All ETF Portfolios

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Warren 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

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In 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

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Top Benjamin Graham Stocks – October 2024


Validea’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

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Validea Value Spread Update – October 2024


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Performance Disclaimer: Returns presented on Validea.com are model returns and do not represent actual trading. As a result, they do not incorporate any commissions or other trading costs or fees. Model portfolios with inception dates on or after 12/30/2005 include a combination of back tested and live model returns. The back-tested performance results shown are hypothetical and are not the result of real-time management of actual accounts. The back-testing of performance differs from actual account performance because the investment strategy may be adjusted at any time, for any reason and can continue to be changed until desired or better performance results are achieved. Back-tested returns are presented to provide general information regarding how the underlying strategy behind the portfolio performed in our historical testing. A back-tested strategy has the benefit of hindsight and the results do not reflect the impact that material economic or market factors may have had on advisor's decision-making if actual client assets were being managed using this approach. The model portfolios offered on Validea are concentrated and as a result they will exhibit high levels of volatility and their performance can be substantially impacted by the performance of individual positions.

Optimal portfolios presented on Validea.com represent the rebalancing period that has led to the best historical performance for each of our equity models. Each optimal portfolio was determined after the fact with performance information that was not available at portfolio inception. As a result, an investor could not have invested in the optimal portfolio since its inception. Optimal portfolios are presented to allow investors to quickly determine the portfolio size and rebalancing period that has performed best for each of our models in our historical testing.

Both the model portfolio and benchmark returns presented for all equity portfolios on Validea.com are not inclusive of dividends. Returns for our ETF portfolios and trend following system, and the benchmarks they are compared to, are inclusive of dividends. The S&P 500 is presented as a benchmark because it is the most widely followed benchmark of the overall US market and is most often used by investors for return comparison purposes. As with any investment strategy, there is potential for profit as well as the possibility of loss and investors may incur a loss despite a past history of gains. Past performance does not guarantee future results. Results will vary with economic and market conditions.

Validea.com is a research provider that is owned and operated by The Reese Group, LLC. Validea.com offers model portfolios, screening and stock analysis that is not customized to any individual. No information on Validea.com should be construed as investment advice. Validea Capital Management is a separate investment advisory firm registered with the state of Connecticut. Validea Capital offers investment management services directly to clients and is a separate entity from The Reese Group, LLC. The Reese Group and Validea Capital are affiliated entities and share partial common ownership.