This is a value investment strategy designed to beat the market every year. The strategy ranks U.S stocks with over 10B in market capitalization every 31st of December. Stock are ranked according to a value metric, being first the most undervalued stocks. We use this ranking to invest in the most undervalued stocks, equal weight. …
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Given the ability of this very simplistic market-timing rule to add value to various asset classes, it is instructive to examine how the returns would look in the context of an investor’s portfolio. Here we introduce a version of the timing model we refer to as “Global Tactical Asset Allocation” or “GTAA”. GTAA consists of …
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More and more equity markets globally have slipped into bear market territory,typically defined as losses of 20% or more from the prior peak. By that definition, the global stock market, as measured by the MSCI All-Country World Index, has now entered a bear market. Many of last year’s momentum plays are among the worst performers. …
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The chart shown in the post image shows performance of the SILO strategy compared to a long gold buy and hold. The SILO strategy involves going long in gold just after the market close until the market open, then short it from the market open until the market close. So SILO stands for Short Intraday …
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Since 2008 financial crisis, stock market prices have been driven by an expansive monetary policy followed by the FED via extremely historical low interest rates (photo 1) and QE program. If we look closer to the S&P 500 and compare it to FED´s balance sheet (photo 2) you can observe a positive nearly perfect correlation …
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During the last month I have read a couple reports from analysts in two major investment banks claiming a correction in U.S equity markets is not likely mainly because of loose monetary policy from FED and P/E ratios from U.S equities being below average. In my modest opinion, regarding the first statement, I believe U.S …
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Looking at Shiller P/E ratio for european equities we can conclude they are cheap on a historical basis (in fact, nearby histroical lows) compared to other developed regions. Low rates, QE, improving economy and a weaker Euro should remain the main drivers of european stock performance during the next months. Despite the existence of some …
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