Joel Greenblatt developed an elegantly straightforward yet powerful investment methodology known as the Magic Formula, detailed in “The Little Book That Beats the Market.” The strategy distills complex stock analysis…
Tag: Factor Focus
Validea Trend Following Update: November 2024
Below is our trend following update for November of 2024. Our trend following system uses multiple moving averages to identify the long-term trend in a variety of equity indexes, asset…
The Magic of Simplicity: Joel Greenblatt's Two-Factor Investment Strategy
In a field where complexity often reigns supreme, Joel Greenblatt’s “Magic Formula” stands out for its remarkable simplicity. Using just two variables to select stocks, this approach has produced impressive…
Research Paper Summary: "Migration" by Eugene Fama and Ken French
In a landmark paper titled “Migration,” finance luminaries Eugene Fama and Kenneth French uncover the dynamic mechanisms driving two of investing’s most studied phenomena: the small-cap and value premiums. Their…
Five Top Twin Momentum Stocks
The Twin Momentum strategy, based on research by Dashan Huang and his colleagues, represents an innovative approach to momentum investing that combines both fundamental and price momentum factors. This dual…
Validea's Top Benjamin Graham Stocks - November 2024
Benjamin Graham, widely recognized as the pioneer of value investing, developed a methodical approach to identifying undervalued stocks. Validea has adapted Graham’s principles into a systematic strategy that prioritizes financial…
Validea's Value Spread Report: November 2024
Here is the latest value spread update for November 2024 from Validea’s market valuation tool. Rather than focusing on market-cap weighted indexes like the S&P 500, our tool focuses on…
Three Technology Dividend Aristocrats Warren Buffett Might Like
Dividend Aristocrats are an elite group of S&P 500 companies that have increased their dividend payments consistently for at least 25 consecutive years. These companies represent the gold standard for…
Top 10 High Shareholder Yield Stocks - November 2024
Shareholder yield is a financial metric that captures the total return a company provides to its shareholders, expressed as a percentage of its market value. It combines three key elements:…
Validea's Market Valuation Report: November 2024
Here is the latest update for November from Validea’s market valuation tool. Rather than focusing on market-cap weighted indexes like the S&P 500, our tool focuses on the valuation of…