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Momentum/Value Ratio

Mar 26 2021

Momentum: “New Junk” In The “Old Trunk”

  • Mar 26, 2021

March 23rd marked the one-year anniversary of the COVID-19 bear-market bottom. We are all eager to turn the page on the pandemic ordeal and move forward to brighter days ahead. Looks like some big help is coming our way.

Sep 13 2019

Is The Patient Too Old For A Transplant?

  • Sep 13, 2019

This week’s massive stock market leadership flip has certainly remedied some of the breadth weakness we discussed in this month’s Green Book. But we can’t help wonder whether the move is analogous to performing a transplant on a 95-year-old. The patient might survive the surgery, then die while under anesthetic.

Jul 08 2017

“Mo-Mo” Market Ahead?

  • Jul 8, 2017

After laying an egg in 2016, momentum-based stock selection strategies have acquitted themselves better through the year’s first half.