Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for May 2024 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for May 2024 (Final)
1st ETF 2nd ETF 3rd ETF
Filter Research

Investing Research Articles

3516 Research Articles

Hedging Against Inflation

…evidence indicates that inflation hedges effective over the short run, such as commodities, may not work over long horizons and that tactical asset allocation following inflation surprises could enhance long-term investment returns.

How About Nicholas Vardy?

There is no public data on his web site regarding the performance of his investing/trading recommendations.

Are VIX Options Mispriced?

The essential explanation for the apparent pricing abnormality you cite is that VIX options are not priced based on the value of VIX but on the price of VIX futures.

Can You Elaborate on High-frequency Trading?

The stream of formal research in the public domain on high-frequency trading is relatively thin.

How About Mike Paulenoff?

…the sample does not support a belief that his financial markets forecasting ability is remarkable.

Better to Meet or Beat Analyst Earnings Forecasts?

…investors looking for long-term stock holdings may want to focus on firms that consistently meet (not beat) consensus earnings forecasts. However, momentum traders may want to lean slightly toward earnings overachievers.

A Few Notes on Fire Your Stock Analyst!

…relatively inexperienced investors should find Fire Your Stock Analyst! a useful guide for analyzing U.S. stocks. However, the book presents no benchmarks for investing performance and does not support diversification across asset classes.

Varying Leverage for Optimal Long-Term Performance

…evidence from a limited sample period (in terms of number of bull and bear markets) indicates that optimized leverage beats both fixed leverage and no leverage. However, with unlucky initial conditions, even optimized leverage may underperform no leverage over a period of many years.

John Buckingham’s Prudent Speculations?

As suggested by a reader, we evaluate here stock market forecasts of John Buckingham, Chief Investment Officer of Al Frank Asset Management, who emphasizes careful stock selection, broad diversification and a long investing horizon. He is editor of the Prudent Speculator and author of The Buckingham Report (as much promotional as informative). The few forecasts… Keep Reading

Parsing Impacts of SEOs on Future Stock Returns

…evidence suggests that investors may be able to predict which SEOs will engender the most pronounced subsequent market underperformance by measuring the level of surprise in the SEO announcement.