Below is a weekly summary of our research findings for 1/28/19 through 2/1/19. 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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- Stock Market and the Super Bowl
Evidence from simple tests on a modest sample suggests that the U.S. stock market may lean toward abnormal weakness (strength) during the week before (after) the Super Bowl. - Book-to-Market Volatility as Stock Return Predictor
Evidence indicates that stocks with high daily book-to-market volatility relative to average book-to-market value over the past year tend to outperform other stocks. - Mutual Fund Hot Hand Performance
Evidence from simple tests on available data regarding performance of a relative momentum strategy applied to a broad family of diversified equity mutual funds is mixed. An annual “hot hand” is not so hot. - SACEMS with Momentum Breadth Crash Protection
Evidence from available data indicate that SACEMS with momentum breadth crash protection may be attractive to very crash-averse investors (and more generally when used with a reliable, high-return safe haven) for investors who can efficiently handle the associated increase in trading. - Classic Cars as an Alternative Investment
Evidence indicates that owning premium classic cars over a very long holding period may be an attractive alternative investment.
