Sentences with phrase «outperform high beta stocks»

Grice shows that over long periods of time low beta stocks outperform high beta stocks due in part to this:

Not exact matches

How can investors best exploit research showing that low - beta (high - beta) stocks tend to outperform (underperform)?

These flows have, in turn, led to additional price appreciation for low - beta and high - quality stocks as the outperforming managers plow subscription funds into the stocks that they currently own.

My point was that if you select high beta stocks during a bull market you should expect to outperform the averages, and likewise, when the market turns down you should expect to underperform significantly.

The late Robert Haugen wrote a couple of books in the late 90's based on his research showing that low - beta stock portfolios outperform high - beta ones contradicting the CAPM within the asset class (it holds better between asset classes).

The low volatility anomaly research shows that in contrast to established academic research stocks with lower volatility (or beta) actually outperform higher volatility.