Below is a weekly summary of our research findings for 3/25/19 through 3/29/19. 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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- Do High-dividend Stock ETFs Beat the Market?
Evidence from available data for high-dividend U.S. stock ETFs does not support belief that high-dividend stocks consistently outperform the broad U.S. stock market. - Joint Fundamental and Technical Analysis
Evidence indicates that combining stock fundamentals with reversal technical indicators may materially enhance investment performance. - Machine Learning Factor?
Evidence indicates that combining signals from multiple machine learning algorithms and multiple training sets generates attractive hedge stock portfolios. - Commodity Futures Strategy Over the Very Long Run
Evidence from previously untested commodity futures data confirms existence of (gross) momentum, value and basis premiums, but two of three premiums are much lower for this data. Findings offer recalibration of expected premiums. - Simple Momentum Strategy Applied to TSP Funds
Evidence suggests that a simple momentum strategy applied to Thrift Saving Plan base funds beats an equal-weighted benchmark over the past 17 years, but the added value may be weakening.
