Sentences with phrase «quantitative value investing»

In the process, he ends up showing that very basic forms of quantitative value investing work well.

Value investing is as misunderstood in the investment community at large as quantitative value investing is misunderstood in the value investing community.

Over the weekend, while watching the Orioles win yet another series on their way to an American League title, I spent some time with a new e-book called Quantitative Value Investing in Europe: What Works for Achieving Alpha... Where the study really gets interesting is when the authors combine low price to book value with six - month relative strength.

Quantitative value investing stuff.

Purely quantitative value investing can be improved through company and industry knowledge.

After reading Greenblatt, I immediately thought a lot more would happen in this general space of rule - based quantitative value investing.

I like where you are going with your book idea on quantitative value investing strategies.

I also believe that quantitative value investing — while it will provide you with good long - terms returns — will probably not allow you to compound at very high rates of return (unless you add portfolio leverage).

Quantitative value investing — as you say — is «easy».

I believe these papers (and others I have discussed in the past) provide compelling evidence for quantitative value investing, but let me flip it around.

Gray and Carlisle successfully bridge the gap between fundamental and quantitative value investing — an extremely worthy endeavor and, likewise, an extremely rewarding read.

One comment I have seen on the internet is that those who have tried to implement quantitative value investing in the past have not been that successful.

Your comments on momentum, in regards to your book on quantitative value investing, are appreciated.

I was especially looking forward to the your question regarding Quantitative Value Investing.

There is nothing wrong in «quantitative value investing» or «magic formula investing.»

Safal Niveshak: Do you believe in «Quantitative Value Investing», or Magic Formula Investing?

By Tim du Toit October 29th, 2013 Tags: Quant investing, quantitative investing, Quantitative value investing

These three ideas are as follows: Quantitative value investing Pure contrarian investing Problems...

Quantitative value investing stuff.

Not exact matches

In Quantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investmentQuantitative Value, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment strateValue, we conduct an examination into existing industry and academic research into a variety of fundamental value investing methods, and simple quantitative value investment stratevalue investing methods, and simple quantitative value investmentquantitative value investment stratevalue investment strategies.

Arnold Van Den Berg Founder, Co-Chief Investment Officer, Century Management Topic: «Value Investing During Worldwide Quantitative Easing»

Recently U-Wen-Kok, CFA, Hason Ribando, CFA and Richard Sloan published a paper, Facts about Formulaic Value Investing which outlines the shortcomings of quantitative investing in the CFA's Financial AnalystsInvesting which outlines the shortcomings of quantitative investing in the CFA's Financial Analystsinvesting in the CFA's Financial Analysts Journal.

At its core, Global Value is a roadmap for implementing the value investing concepts originally espoused by Benjamin Graham and David Dodd in their 1934 classic Security Analysis in a systematic, quantitative maValue is a roadmap for implementing the value investing concepts originally espoused by Benjamin Graham and David Dodd in their 1934 classic Security Analysis in a systematic, quantitative mavalue investing concepts originally espoused by Benjamin Graham and David Dodd in their 1934 classic Security Analysis in a systematic, quantitative manner.

To apply this quantitative approach to value investing, we would need to find simple quantitative value - based models that have outperformed the market.

Quantitative Value, co-written by Gray and Tobias Carlisle, is a solid piece of research that combines the successful value investing framework of Benjamin Graham and Warren Buffett with the analytical rigor seen in Jim O'Shaughnessy's What Works on Wall Street and Joel Greenblatt's The Little Book that Beats the MaValue, co-written by Gray and Tobias Carlisle, is a solid piece of research that combines the successful value investing framework of Benjamin Graham and Warren Buffett with the analytical rigor seen in Jim O'Shaughnessy's What Works on Wall Street and Joel Greenblatt's The Little Book that Beats the Mavalue investing framework of Benjamin Graham and Warren Buffett with the analytical rigor seen in Jim O'Shaughnessy's What Works on Wall Street and Joel Greenblatt's The Little Book that Beats the Market.

The ValueShares US Quantitative Value (QVAL) strategy seeks long - term capital appreciation by investing in a concentrated portfolio of 40 or so US exchange traded stocks of larger capitalizations, which the adviser determines to be undervalued but possess strong economic moats and financial strength.

Posted in About, Behavioral economics, Quantitative investment, Stocks, Strategy Tagged James Montier, Joel Greenblatt, Value investing 2 Comments

I have argued in Deep Value and Quantitative Value that the acquirer's multiple (enterprise value / operating earnings) tends to outperform the better known Magic Formula although it is only one - half of the Magic Formula, which also includes return on invested capValue and Quantitative Value that the acquirer's multiple (enterprise value / operating earnings) tends to outperform the better known Magic Formula although it is only one - half of the Magic Formula, which also includes return on invested capValue that the acquirer's multiple (enterprise value / operating earnings) tends to outperform the better known Magic Formula although it is only one - half of the Magic Formula, which also includes return on invested capvalue / operating earnings) tends to outperform the better known Magic Formula although it is only one - half of the Magic Formula, which also includes return on invested capital.

Posted in About, Quantitative investment, Stocks, Value Investment Tagged Quantitative, Value investing 11 Comments

The Quantitative Momentum Investing Philosophy Expanding the Efficient Frontier with Value and Momentum Strategies

The majority of Tildenrow's ideas are generated from a quantitative screen based on free cash flow as a percentage of enterprise value, and on the metric return on invested capital (ROIC).

John Authers concludes «buying into funds that keep costs low by following disciplined quantitative strategies to invest in value, high dividend, or small - cap stocks, or to harness the momentum effect, looks like a great idea».

This is a self - selected world - class investment group that focuses on both the quantitative as well as the qualitative aspects of investing, from generating investment ideas, to exploring the investment process, thinking independently, to valuing a business.

Using DFA's proven fundamental and quantitative models, the fund invests in small - and mid-cap stocks that are true value stocks and holds them until they no longer fit the fund's model.

Quantitative Value is a must - read for those with a love of value investing and a desire to make the investment process less ad -Value is a must - read for those with a love of value investing and a desire to make the investment process less ad -value investing and a desire to make the investment process less ad - hoc.

We compare the performance of our quantitative value model with the performance of several well - known value investing mutual funds.

Our objective was to demonstrate that a quantitative approach to value investing can work.

During out conversation, Wes discusses his quantitative approach to fundamental value investing.

Among investors, he is best known for his pioneering work in quantitative analysis, described in his book What Works on Wall Street: A Guide to the Best - Performing Investment Strategies of All Time, and which sought to finally answer the question of what works best — value or growth investing.

In Deep Value Carlisle provides a qualitative and quantitative view of why value investing has worked since the time of its concepValue Carlisle provides a qualitative and quantitative view of why value investing has worked since the time of its concepvalue investing has worked since the time of its conception.

absolute return, alternative assets, closed - end funds, currency allocation, distressed assets, emerging markets, frontier markets, FX rates, home bias investing, NAV discount, portfolio allocation, quantitative easing, real assets, special situations, value investing

Uhoh, I think I heard some value investors gasp in horror... For them, pure (deep / quantitative) value investing has a certain austere beauty & logic.

-LSB-...] Monday I presented an expanded version of my white paper «Simple But Not Easy: The Case For Quantitative Value «to the UC Davis MBA value investing -LSBValue «to the UC Davis MBA value investing -LSBvalue investing -LSB-...]

From accounts of bold corporate raiders, behavioral psychology, to hard quantitative research, Deep Value leaves no stone unturned in a passionate exploration of what makes value investing and activism Value leaves no stone unturned in a passionate exploration of what makes value investing and activism value investing and activism work.

In Quantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple quantitative value investmentQuantitative Value: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple quantitative value investment strateValue: A Practitioner's Guide to Automating Intelligent Investment and Eliminating Behavioral Errors Wes and I discuss in detail industry and academic research into a variety of improved fundamental value investing methods, and simple quantitative value investment stratevalue investing methods, and simple quantitative value investmentquantitative value investment stratevalue investment strategies.

Having worked most of my working life in Australia with Ron Brierley and subsequently as an analyst in Canada focused on value oriented investing, I believe that Tobias has produced an excellent assessment of the investment analysis methodology used by some of the finest minds, supported it with quantitative data and highlighted the proven record of using enterprise value and EBIT.

On Monday I presented an expanded version of my white paper «Simple But Not Easy: The Case For Quantitative Value» to the UC Davis MBA value investing cValue» to the UC Davis MBA value investing cvalue investing class.

We wrote an article for the April issue of Value Investing Letter giving an overview of Quantitative Value, discussing the quantitative value model outlined in the book, and applying it to Apple Value Investing Letter giving an overview of Quantitative Value, discussing the quantitative value model outlined in the book, and applying it toQuantitative Value, discussing the quantitative value model outlined in the book, and applying it to Apple Value, discussing the quantitative value model outlined in the book, and applying it toquantitative value model outlined in the book, and applying it to Apple value model outlined in the book, and applying it to Apple In...

Posted in Behavioral economics, Quantitative investment, Strategy, Value Investment, tagged Quantitative, Value investing on August 31, 2012 9 Comments»

We wrote an article for the April issue of Value Investing Letter giving an overview of Quantitative Value, discussing the quantitative value model outlined in the book, and applying it to Apple Inc. (AValue Investing Letter giving an overview of Quantitative Value, discussing the quantitative value model outlined in the book, and applying it to Apple Quantitative Value, discussing the quantitative value model outlined in the book, and applying it to Apple Inc. (AValue, discussing the quantitative value model outlined in the book, and applying it to Apple quantitative value model outlined in the book, and applying it to Apple Inc. (Avalue model outlined in the book, and applying it to Apple Inc. (AAPL).