Tag: Value Premium

The results are hypothetical results and are NOT an indicator of future results and do NOT represent returns that any investor actually attained. Indexes are unmanaged, do not reflect management or trading fees, and one cannot invest directly in an index. Additional information regarding the construction of these results is available upon request.

The Value Premium: Risk Or Mispricing?

One of the great debates in finance is whether the source of the value premium is risk-based or a behavioral anomaly. In our book, “Your Complete Guide to Factor-Based Investing,” my co-author Andrew Berkin and I present the evidence showing […]

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5 Price Ratios For Analyzing Stocks

5 Price Ratios For Analyzing Stocks by Mitchell Mauer This article appeared first on The Stock Market Blueprint Blog. What Are Price Ratios? Price ratios are quick and easy metrics to use when analyzing investment opportunities. They tell investors how high […]

Value Stocks vs. Glamour Stocks: A Global Phenomenon

Value Stocks vs. Glamour Stocks: A Global Phenomenon

Value Stocks vs. Glamour Stocks: A Global Phenomenon Brandes Institute Brandes Investment Partners November 2012 Brandes Institute Research Paper No. 2012-05 Abstract: In previous versions of our Value vs. Glamour study we have explored the historical performance of stocks based […]

Value vs. Glamour: Emerging Markets

Value vs. Glamour: Emerging Markets

Value vs. Glamour: Emerging Markets Brandes Institute Brandes Investment Partners April 1, 2013 Brandes Institute Research Paper No. 2013-02 Abstract: According to the International Monetary Fund, emerging markets now represent more than a third of global GDP — and are […]

The Book-To-Market Anomaly In The Chinese Stock Markets

The Book-To-Market Anomaly In The Chinese Stock Markets

The Book-To-Market Anomaly In The Chinese Stock Markets Kin-Yip Ho The Australian National University – School of Finance, Actuarial Studies and Applied Statistics, College of Business and Economics; Financial Research Network (FIRN) Jiyoun An Kyung Hee University Lanyue Zhou University […]

New Paradigm Or Same Old Hype In Equity Investing?

New Paradigm Or Same Old Hype In Equity Investing?

New Paradigm Or Same Old Hype In Equity Investing? by LSV Asset Management Louis K.C. Chan, Jason Karceski, and Josef Lakonishok Abstract The recent relative stock-price performance of six U.S. equity asset classes (classified by size and by value-versus-growth style) […]

Ben Graham And Woe Betide The Value Investor

Ben Graham And Woe Betide The Value Investor

Research Affiliates is a value shop in the tradition of Ben Graham’s investment philosophy. As investors, we sell the popular securities that have become overpriced and we bargain-hunt for assets that have fallen out of favor. Today, however, we must […]