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The Economist on the broken equity risk premium 14 Aug 2013 | 08:29 pm
Low bond yields have in the past been bad, not good, for equity returns. See my earlier post on the Fed model “How predictive is the Fed model?“ Order Quantitative Value from Wiley Finance, Amazon, or...
Has value investing worked in Japan’s long bear market (1990 to 2011)? 23 Jul 2013 | 09:13 pm
The Hong Kong University of Science and Technology Value Partners Center for Investing has examined the performance of value stocks in the Japanese stock market over the period January 1975 to Decembe...
Returns to Negative Enterprise Value Stocks 15 Jul 2013 | 06:00 pm
The CFAInstitute blog Inside Investing has a great post on the returns to negative enterprise value stocks. Alon Bochman, CFA has investigated the performance of all negative enterprise value (“EV”) s...
Value Premium Calculated Using EBIT / EV 27 Jun 2013 | 09:00 pm
Further to this post Value Badly Lagging Glamour: The Value Premium Is Now A Discount Saj Karsan requested a calculation showing the value premium using EBIT/EV: @Greenbackd Would be interesting to se...
Value Badly Lagging Glamour: The Value Premium Is Now A Discount 26 Jun 2013 | 09:00 pm
Two interesting charts from The Brandes Institute’s annual Value versus Glamour update for 2013. The first exhibit (2) shows the disappearance of the value premium over the last five years, and its in...
Elite Activist Jeff Ubben To Discuss ValueAct’s New Holding 18 Jun 2013 | 09:00 pm
This issue of Barron’s carries a brief article on activist hedge funds and makes mention of activist Jeff Ubben and his firm ValueAct Capital, which is regarded as one of the elite activist funds beca...
Updated Federal Reserve Economic Data on Buffett’s favored market measure: Total Market Value-to-GNP 17 Jun 2013 | 09:00 pm
Here’s the updated St Louis Fed’s FRED on Warren Buffett’s favored market measure, total market capitalization-to-GNP: The Q1 2013 ratio – the most recent point – is 110 percent. According to the FRED...
Is the AAII Sentiment Survey a Contrarian Indicator? 10 Jun 2013 | 09:00 pm
In Is the AAII Sentiment Survey a Contrarian Indicator? Charles Rotblut, CFA asks if the AAII Sentiment Survey results signal future market direction. Each week from Thursday 12:01 a.m. until Wednesda...
Peak Margin Debt and Subsequent Returns 3 Jun 2013 | 09:00 pm
Margin debt in the United States — money borrowed against securities in brokerage accounts — has risen to its highest level ever, at $384 billion, surpassing the previous peak of $381 billion set in J...
Show Me The Numbers 29 May 2013 | 10:41 pm
Butler|Philbrick|Gordillo & Associates is out with a great new post “Triumph of the Ostriches” discussing the market’s current level of overvaluation. Here is the summary of Butler|Philbrick|Gordillo’...
