Factor-Based Stock Portfolios
Guru Based on | Number Of Stocks |
Rebalancing | Annual Return |
---|---|---|---|
James O'Shaughnessy | 10 | Tax Efficient | 20.1% |
Meb Faber | 10 | Annual | 20.3% |
Partha Mohanram | 10 | Tax Efficient | 14.0% |
Dashan Huang | 10 | Monthly | 18.1% |
Motley Fool | 10 | Tax Efficient | 12.1% |
Validea | 20 | Monthly | 15.7% |
Benjamin Graham | 10 | Annual | 11.2% |
Patrick O'Shaughnessy | 20 | Monthly | 14.8% |
Kenneth Fisher | 10 | Monthly | 10.7% |
Validea | 10 | Monthly | 10.6% |
Factor-Based ETF Portfolios
Portfolio | Annual Return |
Benchmark |
---|---|---|
Factor Rotation - Momentum with Trend | 11.9% | 8.8% |
Factor Rotation - Composite with Trend | 11.7% | 8.8% |
Factor Rotation - Momentum | 10.8% | 8.8% |
Factor Rotation - Composite | 10.4% | 8.8% |
Factor Rotation - Value with Trend | 9.5% | 8.8% |
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3/29/2023
By Justin Carbonneau (@jjcarbonneau)
In my previous article, "Unlocking the Market's Mood," we explored various methods of gauging investor sentiment in stocks. In this article, we'll delve into how different investing models on Validea employ some of these sentiment indicators to find their way into the fundamental models we run, including analyst earnings revisions, buy and sell recommendations, insider buying, stock buybacks, and momentum.3/8/2023
By Jack Forehand, CFA, CFP® (@practicalquant)
There are some core principles that are supposed to govern investing. If I were to ask you to come up with the most important one of those principles off the top of your head, there is a pretty good chance you would tell me that to get a better return you need to take more risk. And in my experience, that principle is a very good one and does hold the majority of the time.