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Value Investing: Headwinds, Tailwinds, and Variables

By |May 20th, 2022|Factor Investing, Research Insights, Value Investing Research, Tactical Asset Allocation Research|

Investing is no different. A question we regularly get in the current environment is "How does inflation affect value stocks?" Well...it depends. I could show you some data on how value stocks did in the 70's (period of high inflation) versus how they did in the 90's (low inflation). But if WW3 broke out tomorrow, wouldn't that variable quickly top all other variables? Probably. So let's table that variable.

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Value investing: What history says about five-year periods after valuation peaks

By |December 21st, 2021|Factor Investing, Research Insights, Value Investing Research, Tactical Asset Allocation Research|

Value stocks are historically cheap compared to the past. Given this fact, a natural question is the following, "After the last two times Value had a "peak" of the factor being cheap, how did it do the subsequent five years?"

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Value Investing and Intangibles

By |September 30th, 2021|Intangibles, Factor Investing, Larry Swedroe, Research Insights, Academic Research Insight, Value Investing Research|

Recent research, including the 2020 studies “Explaining the Recent Failure of Value Investing” and “Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?,” have investigated the impact on U.S. value strategies of [...]

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Value Investing and the Role of Intangibles

By |August 11th, 2021|Larry Swedroe, Factor Investing, Research Insights, Academic Research Insight, Value Investing Research|

Recent research, including the 2020 studies “Explaining the Recent Failure of Value Investing” and “Intangible Capital and the Value Factor: Has Your Value Definition Just Expired?,” have investigated the impact on U.S. value strategies of [...]

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A Review of Ben Graham’s Famous Value Investing Strategy: “Net-Nets”

By |January 26th, 2021|Research Insights, Factor Investing, Guest Posts, Academic Research Insight, Value Investing Research|

Benjamin Graham, often considered a strong candidate for "the father of quantitative value investing", developed an investment strategy that involved purchasing securities for less than their “current-asset value”, “a rough index of the liquidating value”. [...]

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Value Investing Factor Research: How to Improve the Piotroski F-Score Measure.

By |October 8th, 2020|Research Insights, Factor Investing, Guest Posts, Academic Research Insight, Value Investing Research|

Introduction This project builds on research conducted by J. Piotroski, who published his paper Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers in 2000, offering a simple yet powerful [...]

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