Category Archives: USMV

Despite Market Turmoil, Momentum Factor Still Dominates

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

The recent spike in stock market volatility has dented the momentum factor’s powerful bull run, but the strategy continues to reign supreme over its main competitors in the US equity factor space, based on a set of proxy ETFs. For the one-year trend, it’s still a one-factor race. The iShares Edge MSCI USA Momentum Factor […]

Momentum Continues To Dominate Factor ETF Performances

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

The US stock jumped to another record high yesterday, providing more fuel to keep the momentum factor sizzling. All the major factor strategies are posting solid one-year returns these days, but momentum’s trend remains a bullish outlier, based on a set of proxy ETFs. The outsized return for the momentum-factor strategy, which targets equities that […]

Momentum Leaves Other Factor Strategies In The Dust This Year

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

No one will confuse it with Bitcoin, but momentum is certainly red hot among US equity factor strategies, based on a set of ETFs. Stocks exhibiting relatively strong and persistent performance have outperformed for much of the year so far and the gap has widened in recent weeks. All the major equity factor strategies are […]

Momentum Still Dominates For US Equity Factor Performances

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

As horse races go, this one’s not even close. The momentum factor continues to leave the rest of the field in the dust for the major US equity factor strategies, based on the one-year trend via a set of ETFs. Although all the factor funds are posting solid gains through yesterday’s close (Nov. 8), the […]

Momentum Continues To Lead US Equity Factor Strategies

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

A bull market prevails across all the major US factor strategies led by momentum, based on one-year returns via a set of proxy ETFs. The iShares Edge MSCI USA Momentum Factor (MTUM) ticked up to a record high at yesterday’s close (Oct. 10). The upside bias for the fund has been unusually strong recently. The […]

Testing Equity Factor Allocation Strategies With Random Portfolios

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, RSP, USMV, VYM | 0 comments

Designing and managing asset allocation strategies based on factors is promoted in some corners as a better way to build portfolios. Not surprisingly, there’s no shortage of studies that support this view. But the jury’s still out on whether it’s prudent to throw out the standard asset-class buckets. Factor-based investing can play a productive role […]

Low-Volatility Stocks Are Having A Rough Summer

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Stocks that exhibit low volatility are prized as a risk factor that’s expected to beat the broad market over time with a smoother rise, according to academic research and countless backtests. Real-world returns, however, reflect mixed results in recent years, based on representative ETFs. Meanwhile, some analysts have been warning in recent months that low-vol […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]

Tracking The Smart Beta Horse Race With ETFs

Posted on in $SPY, Finance News, IJR, IJS, QUAL, USMV | 0 comments

How’s that factor strategy been working for ’ya lately? That’s a topical question for a growing number of investors as “smart beta” products play a bigger role in portfolio design. You may not be drinking the factor Kool-Aid, but it’s still worthwhile to check in on these risk premia periodically for some context on what’s […]