Below is a weekly summary of our research findings for 11/26/18 through 11/30/18. 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.
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- U.S. Equity Turn-of-the-Month as a Diversifying Portfolio
Evidence indicates that investors may be able to exploit the TOTM effect in the U.S. equity market as a formal diversifier of other assets. - Separate vs. Integrated Equity Factor Portfolios
Evidence indicates that an integrated multifactor ranking approach beats a portfolio of factor portfolios approach in recent data, due largely to the low volatility tilt of the former. - Comprehensive Fundamental Factor?
Evidence indicates that a robust fundamental expected returns factor based on eight accounting inputs may be useful and comprehensive for screening U.S. stocks. - How Financial Journalists Work
Survey results indicate that (somewhat adversarial) accuracy, timeliness, exclusivity and depth of reporting about firms are principal motivators of financial journalists. - SACEMS-SACEVS Mutual Diversification
Evidence from limited sample periods suggests that SACEMS and SACEVS usefully diversify each other.
