Factor-Based Stock Portfolios
Guru Based on | Number Of Stocks |
Rebalancing | Annual Return |
---|---|---|---|
Meb Faber | 10 | Annual | 21.7% |
Partha Mohanram | 10 | Monthly | 15.2% |
James O'Shaughnessy | 10 | Tax Efficient | 18.6% |
Dashan Huang | 10 | Monthly | 17.9% |
Motley Fool | 10 | Tax Efficient | 13.2% |
Kenneth Fisher | 10 | Monthly | 12.2% |
Martin Zweig | 20 | Tax Efficient | 12.1% |
Validea | 20 | Monthly | 15.7% |
Benjamin Graham | 10 | Annual | 11.4% |
Peter Lynch | 20 | Monthly | 11.4% |
Factor-Based ETF Portfolios
Portfolio | Annual Return |
Benchmark |
---|---|---|
Factor Rotation - Momentum with Trend | 12.2% | 9.6% |
Factor Rotation - Composite with Trend | 11.9% | 9.6% |
Factor Rotation - Momentum | 11.3% | 9.6% |
Factor Rotation - Composite | 10.9% | 9.6% |
Factor Rotation - Macro with Trend | 9.7% | 9.6% |
Thu, 18 Apr 2024 The Ins and Outs of Trend Following![]() Trend following is a popular investment strategy that has gained significant attention in recent years, particularly in the realm of equity investing. This article will delve into the concept of trend following, its effectiveness, the metrics and lookback periods commonly employed, and the behavioral challenges it presents to investors. What is Trend Following? Trend following is an investment approach that involves taking positions in positively trending assets. The basic premise is to buy assets that… View Full Post |
Wed, 17 Apr 2024 Finding Wide Moat Stocks![]() Finding companies with sustainable competitive advantages, or “wide moats” can be key for compounding returns over time. Just like the moats that surrounded medieval castles to protect them from invaders, an economic moat protects a company’s profits and market share from competitors. Legendary investor Warren Buffett has built his immense fortune by focusing on wide moat companies. There are several major sources of moats including: Characteristics of Wide Moat Companies Some of the telltale signs… View Full Post |
Tue, 16 Apr 2024 Five High Free Cash Flow Yield Stocks![]() Free cash flow (FCF) is the cash that a company generates from its operations after accounting for capital expenditures. It represents the money that a company has available to distribute to shareholders, pay down debt, or reinvest in the business. Free cash flow is an important metric because it shows a company’s true profitability and ability to generate cash, which is ultimately what drives shareholder value. Why is Free Cash Flow Important? Studies have shown… View Full Post |
Mon, 15 Apr 2024 Joseph Piotroski: Separating Winners from Losers in Value Investing![]() Joseph Piotroski, a professor of accounting at the University of Chicago, published a groundbreaking research paper in 2000 titled “Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers”. In the study, Piotroski laid out a compelling case for using financial statement analysis to separate winners from losers among the cheapest stocks. His findings form the basis of the Validea Book/Market Investor model. Piotroski’s Research: Finding Bargain Stocks Ready to Rebound… View Full Post |