Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for February 2023 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for February 2023 (Final)
1st ETF 2nd ETF 3rd ETF
Filter Research

Investing Research Articles

3272 Research Articles

Screening for Fear When Portfolio Building

…the volatility premium for individual stocks derives from volatilities implied by options prices rather than historical (realized) stock price volatilities. This premium may be concentrated in small growth stocks.

The Professor’s Forecast for the Indefinite Future…

The more we study it, the smaller it gets? Or, the act of studying risk diminishes the fear of it?

Can Real Estate Experts Provide Reliable Advice for Commercial Property Investing?

…it is doubtful that commercial real estate experts can accurately forecast returns from investments in commercial properties by type or location.

The (Dynamic) Meanings of Buy, Hold and Sell

…lead underwriter sell recommendations may be the only analyst calls worth tracking.

A Contrarian Play on Small Profitability Laggers?

…small capitalization stocks with low past profitability may be key to exploiting the size effect.

Bet Against Big Sympathy Moves?

…investors appear to overreact systematically in projecting a firm’s earnings results to the near-term earnings announcements of peer companies.

Evidence-Based Technical Analysis: Applying the Scientific Method and Statistical Inference to Trading Signals (Chapter-by-Chapter Review)

…”much of the wisdom comprising the popular version of TA does not qualify as legitimate knowledge,” and “TA must evolve into a rigorous observational science if it is to deliver on its claims and remain relevant.”

Success Factors for Mutual Funds Worldwide

…mutual fund investors venturing into the international arena may want to apply these findings to screen funds according to size, age, fees, management and country.

Paying the Most for the Least?

…high mutual fund fees may signal poor investment returns, both before and after fees. Investors who focus on low-fee funds may enjoy a double payoff.

Three Questions on Naked Short Selling

Here are three relevant questions…