Below is a weekly summary of our research findings for 2/11/19 through 2/15/19. 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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- Returns on U.S. Residential Real Estate
Evidence indicates that returns on U.S. residential real estate are low over recent decades, with gains concentrated in a few regions. Residential real estate returns are essentially uncorrelated with U.S. stock market returns. - Mutual Fund Exploitation of Equity Factor Premiums
Evidence indicates that investors can exploit a material fraction of academic factor premiums via buying and holding multi-factor mutual funds. - ISM PMI and Stock Market Returns
Evidence from simple tests offers little support belief that ISM’s PMI is useful for predicting U.S. stock market returns. - ISM NMI and Stock Market Returns
Evidence from simple tests on a modest sample offers little support a belief that ISM’s NMI usefully predict U.S. stock market returns. - SACEMS with Risk Parity?
Available evidence indicates that SACEMS Top 3 with risk parity may be attractive to very crash-averse investors who can handle associated complexity and high turnover efficiently.
