The AP on the Street 41st week of 2023 – Trending Factors
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The first factor-driven weekly newsletter is here. Let’s look at the trending factors from last week (09.10.2023 – 13.10.2023). Read the e-mail version. …
Are Higher Earnings Always Better? Case Study from S&P 100
Today, we will examine data from the S&P 100 market to understand the behavior of Earnings Per Share (EPS). While many investors regard a high EPS as indicative of a successful company, our data suggests that the reality is more complex. …
Using Quintiles for Configuration of Investment Strategies
The article, part of our “Configuration of Investment Strategies” series, introduces the concept of Stock Group Quintiles as applied within our StockPicker configurator. We’ve included a straightforward visual representation to succinctly summarize the performance of different groups of stocks, ranging from the top-performing to the …
In Factor Investing Even the Best Can Lose – Data-Driven Insights into Factor-Based Analysis
Introduction to factor investing Factor investing is an intriguing approach to designing a strategy that has gained traction among both retail and institutional investors. By focusing on specific characteristics, or “factors”, investors aim to achieve superior returns. This article delves into the complexities of factor …
What are the Best Factors for Factor Investing?
There are several models such as a widely used Fama-French three-factor model utilizing three factors, size of firm, book-to-market-values, and excess return on the market. But the correct answer to the question „What are the Best Factors for Factor Investing“ is that the “best” factors …