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Investing Research Articles

3489 Research Articles

Weekly Summary of Research Findings: 3/4/24 – 3/8/24

Below is a weekly summary of our research findings for 3/4/24 through 3/8/24. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.

How Are AI-powered ETFs Doing?

How do exchange-traded-funds (ETF) that employ artificial intelligence (AI) to pick assets perform? To investigate, we consider six such ETFs, all currently available, as follows: Amplify AI Powered Equity ETF (AIEQ) – picks U.S. stocks based on a quantitative model that runs on the IBM Watson platform. VanEck Social Sentiment ETF (BUZZ) – picks U.S…. Keep Reading

Expert Forecaster Inflation Forecasts

The inflation rate is a fundamental determinant of the discount rate used to calculate the present value of an asset. Changes in inflation therefore affect asset valuations. Do experts, as polled in the quarterly Survey of Professional Forecasters, offer accurate U.S. inflation forecasts that thereby indicate asset valuation changes? Survey report release dates are mid-quarter…. Keep Reading

Economic Trend Following

Is an investment strategy that follows trends in economic fundamentals (rather than asset prices) an attractive alternative to conventional momentum? In their January 2024 paper entitled “Economic Trend”, Jordan Brooks, Noah Feilbogen, Yao Hua Ooi and Adam Akant test a strategy that shifts allocations to equity, bond, currency and commodity futures/forwards series based on trends… Keep Reading

Small Business Owner Sentiment and the U.S. Stock Market

Throughout each month, the National Federation of Independent Businesses surveys members on ten components of business conditions they anticipate six months hence. They issue findings on the second Tuesday of the following month in “Small Business Economic Trends”, including a Small Business Optimism Index (SBOI). Are the expectations of responding small business owners a “grass roots” predictor… Keep Reading

Predictable Monthly Pattern for TLT?

Does iShares 20+ Year Treasury Bond ETF (TLT) exhibit a predictable monthly pattern due to beginning-of-month dividends and mid-month U.S. government consumer and producer inflation releases? To investigate, we calculate average cumulative return for TLT across the month (from trading day 1 through trading day 23). We also investigate exploitability of findings. Using daily raw… Keep Reading

Weekly Summary of Research Findings: 2/26/24 – 3/1/24

Below is a weekly summary of our research findings for 2/26/24 through 3/1/24. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs. Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.

Test of Some Motley Fool Public Stock Picks

A reader asked: “I am wondering how come you have not rated Motley Fool guys. Any insight?” To augment the test of Motley Fool public stock picks in “‘Buy These Stocks for 2019’ Forward Test”, we look at three more lists of stock picks: “10 Top Stocks That Will Make You Richer in 2021” published… Keep Reading

Substitute QQQ for SPY in SACEVS and SACEMS?

Subscribers asked whether substituting Invesco QQQ Trust (QQQ) for SPDR S&P 500 (SPY) in the Simple Asset Class ETF Value Strategy (SACEVS) and the Simple Asset Class ETF Momentum Strategy (SACEMS) improves outcomes. To investigate, we substitute monthly QQQ dividend-adjusted returns for SPY dividend-adjusted returns in the two model strategies. We then compare the modified… Keep Reading

20 Great Stock Ideas for 2023?

In late 2022, Forbes “tapped Morningstar to identify top-performing fund managers who have either beat their benchmarks this year or on a longer-term basis over three-year, five-year or ten-year periods. Here are their best stock ideas for the coming year…” as published at the beginning of January 2023 in “20 Great Stock Ideas for 2023… Keep Reading