Factor-Based Stock Portfolios

Guru Based on Annual
Return
Meb Faber 20.5%
Partha Mohanram 15.4%
Dashan Huang 19.2%
James O'Shaughnessy 17.9%
Motley Fool 13.7%
Martin Zweig 12.6%
Wesley Gray 12.3%
Peter Lynch 11.9%
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 12.2%
Factor Rotation - Momentum 11.6%
Factor Rotation - Composite 11.2%
Factor Rotation - Macro with Trend 10.2%
* Returns are model returns and do not reflect actual trading. Full performance disclaimer
All ETF Portfolios

Latest Blog Posts

Sat, 05 Oct 2024

The One Investing Lesson: Michael Mauboussin & Base Rates


Michael Mauboussin on the importance of base rates in investing and life. Follow Excess Returns on TikTok to hear top investing lessons from top investors, market experts and thought leaders.

Fri, 04 Oct 2024

Top 10 High Shareholder Yield Stocks – October 2024


Shareholder yield is a comprehensive measure of the value a company returns to its shareholders through various means. It combines three key components: dividend yield, share repurchases, and debt reduction. Dividend yield represents the cash payments made directly to shareholders, while share repurchases increase the ownership stake of existing shareholders by reducing the number of outstanding shares. Debt reduction, although not immediately visible to shareholders, enhances the company’s financial stability and potential for future returns.… View Full Post

Fri, 04 Oct 2024

Validea’s Market Valuation Update – October 2024


Here is the latest update for October 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. The median stock got a little more expensive in September using the TTM PE, rising from 21 to 21.5. Using current year earnings estimates,… View Full Post

Wed, 02 Oct 2024

Counterintuitive Investing Ideas That Could Lead to Better Performance


Investing presents an interesting paradox: the approaches that are most effective in attracting capital and clients often prove to be the least successful in generating optimal long-term outcomes. Common practices such as chasing recent strong performance, investing in popular stocks, and believing that successful investing must be complex may look appealing, but they rarely lead to the best long-term results. This article explores some unconventional investing strategies that, while unlikely to be used in marketing,… View Full Post

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.