Objective research to aid investing decisions

Value Investing Strategy (Strategy Overview)

Allocations for August 2021 (Final)
Cash TLT LQD SPY

Momentum Investing Strategy (Strategy Overview)

Allocations for August 2021 (Final)
1st ETF 2nd ETF 3rd ETF

Are Stock Quality ETFs Working?

July 15, 2021 • Posted in Fundamental Valuation

Are stock quality strategies, as implemented by exchange-traded funds (ETF), attractive? To investigate, we consider five ETFs, all currently available (from oldest to youngest):

We calculate monthly return statistics, along with compound annual growth rates (CAGR) and maximum drawdowns (MaxDD). Using monthly returns for the stock quality ETFs and benchmarks as available through June 2021, we find that:

(more…)

Please or subscribe to continue reading...
Gain access to hundreds of premium articles, our momentum strategy, full RSS feeds, and more!  Learn more

Daily Email Updates
Login
Questions?