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Relative Returns

Feb 06 2020

Index Rebalance Effect—A Disappearing Anomaly?

  • Feb 6, 2020

In the past we’ve made the observation that adding/deleting stocks to/from a popular index can have a profound impact on the target stocks’ short-term trading volume and performance.

Oct 08 2013

Valuations & Future Returns

  • Oct 8, 2013

The U.S. market rates anywhere from mildly overvalued to very overvalued relative to other developed markets. Foreign markets might be the last remaining pocket of yield that isn’t overvalued.