Skip to content
Jun 07 2017
Of Special Interest

Dynamic Factor Investing: A Study In Value

  • Jun 7, 2017

Investment factors experience performance cycles just like every other asset and index. The Value factor is robust across definitions, as all eight versions produced positive excess returns under long/short and long-only methodologies.

tags

Value Factors Growth Vs. Value

Login

For full access, please enter your credentials.
Remember Me

About The Author

Scott Opsal / Director of Research & Equities

Scott Opsal Director of Research & Equities

Scott is Director of Research & Equities for The Leuthold Group, LLC. His responsibilities include conducting in-depth research projects and exploring fundamental and quantitative studies that support the firm’s portfolio and strategy recommendations.

current issue

March 2020
Volume 40
No 3

featured articles

recent tags
[ALL]

Valuations (265) S&P 500 (301) Small Caps (139) Median Stock (1) Mid Caps (29) Bear Market (96) Momentum (167) Bear Market Low (1) Market Bottoms (1) Momentum Oscillators (2) Value (101) Dispersions (1) Value/Growth Ratio (1) Factor Performance (6) Downside (44) 10-Year Treasurys (22) Dividend Yield (1) Yields (13) Risk Aversion Index (75) Yield Curve (64)