Factors

Factors Indexing Insight Markets Outlook

Measuring the Impact of Factors

by Leon Roisenberg, Vice President, Equity Applied Research, MSCI In constructing portfolios, asset managers expose the portfolio to factor tilts that greatly influence fund ...
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active investing Factors Insight Markets Outlook passive investing Smart Beta Strategy

Eugene Fama: Stick with Basic Factors

by Ron Rimkus, CFA, CFA Institute Have the advances in technology, computing power, and data made the markets more efficient? It’s “not clear,” ...
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Factors Insight Markets Outlook US Stocks

CAPE Fatigue

by Jim Masturzo, Senior Vice President, Asset Allocation, Research Affiliates Key Points The one-factor CAPE model better predicted market returns than a simple yield-plus-growth ...
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ETFs Factors Insight Markets Outlook

Do Factors Market Time?

by Corey Hoffstein, Newfound Research This post can be downloaded as a PDF here. Factors such as value, size, and momentum are generally ...
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ETFs Factors Insight Markets Outlook

Can factor investing help overcome investor bias?

Can factor investing help overcome investor bias? by Scott Boniferro, Vice President, Global Investment Strategies, Invesco Canada Modern behavioural science is revolutionizing fields ...
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ETFs Factors Insight Markets Outlook Strategy US Stocks value investing

Value US Sectoral Analysis: What's Under the Hood?

by Nicolas Rabener, FactorResearch SUMMARY Using price-to-book (PB) or price-to-earnings (PE) results in similar Value factor performance Some sectors are perpetually expensive while ...
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Canadian Market Insight Markets Outlook Stocks US Stocks Volatility

Beware Calm Surface Waters

MARKET ETHOS Beware Calm Surface Waters by Craig Basinger, CFA , Connected Wealth, RichardsonGMP PDF Version Earlier this week the VIX Index, which ...
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ETFs Factors Insight Markets Outlook

Shortcuts to Factor Investing: Equities and Beyond

Shortcuts to Factor Investing: Equities and Beyond by Mark Harrison, CFA, CFA Institute The growth of factor investing is being driven not just ...
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Factors Insight Markets Outlook

Will The Rise of Factors Kill Factor Investors?

by Michael Batnick, The Irrelevant Investor A recent WSJ report says that “Revenues at HFT firms from U.S. equities trading were an estimated ...
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ETFs Factors Insight Markets Outlook

All About Factors & Smart Beta

by Corey Hoffstein, Newfound Research Summary This week's commentary is a long-form presentation all about factor investing and smart beta.  We cover four ...
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