Below is a weekly summary of our research findings for 7/20/20 through 7/24/20. 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 Valuation Ratio Trend Evolution
Recent S&P 500 earnings forecasts indicate 12-month trailing earnings-price ratios well below generational “normal” over the next few quarters, but forecasts are no longer deteriorating. - Online, Real-time Test of AI Stock Picking?
Limited available evidence does not support belief that an AI-based equity fund can beat the market. - Are Stock Quality ETFs Working?
Available evidence offers little support for belief that quality ETFs reliably beat respective benchmarks. - Endemic Data Snooping in Smart Beta Offerings?
Evidence indicates that investors should be skeptical of smart beta index returns from before launch of the corresponding ETF. - Optimal SMA Lookback Interval?
Evidence from simple tests suggests a fairly wide range of “optimal” SMA lookback intervals for generating crossing signals to exploit long-term U.S. stock market trends.
