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

By |December 21st, 2021|Research Insights, Factor Investing, 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?"

Value Investing and Intangibles

By |September 30th, 2021|Intangibles, Research Insights, Factor Investing, Larry Swedroe, 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 [...]

Jack Discusses Value Investing on Meb Faber Show

By |September 22nd, 2021|Factor Investing, Podcasts and Video, Tax Efficient Investing, ETF Investing|

Here is a link to our recent chat on The Meb Faber Show regarding the details on Value Investing: An Examination of the 1,000 Largest Firms: Among stock investors, a common strategy/belief held is Value [...]

Value Investing and the Role of Intangibles

By |August 11th, 2021|Research Insights, Factor Investing, Larry Swedroe, 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 [...]

Value Investing Still Beats Growth Investing, Historically

By |May 11th, 2021|Research Insights, Academic Research Insight, Value Investing Research|

A few weeks ago I saw comments on Twitter regarding the Russell 3,000 Value and Growth indices having approximately the same returns since inception. For example, here is Ben Johnson from Morningstar[ref]A great person to [...]

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”. [...]

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 [...]

Value Investing: An Examination of the 1,000 Largest Firms

By |August 18th, 2020|Research Insights, Factor Investing, Key Research, Value Investing Research|

Among stock investors, a common strategy/belief held is Value investing -- buying stocks that are relative cheaper on price/fundamental ratios. The idea behind why value investing works is that Value stocks are either (1) riskier [...]

Excess Returns Podcast: Systematic Value Investing (Wes)

By |June 5th, 2020|Research Insights, Factor Investing, Podcasts and Video, Media, Value Investing Research|

Recently I was invited to talk with Justin and Jack on the Excess Returns Podcast. I thank them for the opportunity and enjoyed the conversation! Below are some of the topics we discussed: Struggles in [...]

The Failure of Value Investing explained

By |September 16th, 2019|Research Insights, Factor Investing, Basilico and Johnsen, Academic Research Insight, Value Investing Research|

Explaining the Demise of Value Investing Baruch Lev and Anup Srivastava A version of this paper can be found here Want to read our summaries of academic finance papers? Check out our Academic Research Insight category [...]

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