While many investors have adopted a multi-factor approach to style investing, some have pushed these boundaries by advocating for an active, rotational approach to factor allocation. In a recent white ...

It may be possible to predict which factor investing strategies will outperform in the future, recent research from AQR Capital Management suggests. Investment factors like value and size exhibit ...

The momentum factor exists, according to reams of academic literature — but fund managers can’t find a way to profit from it in the real world, according to new research available to clients of ...

The iShares MSCI USA Momentum Factor ETF is not recommended due to factor decay, which refers to the length of time it takes for a stock to lose its properties. Momentum has the fastest decay, with an ...

This article was originally published on ETFTrends.com. Investors can look to the momentum factor-based exchange traded fund strategy to capture high-flying equity market trends. "If you can’t beat ...

Despite the headline strength in equities, the widening gap between factor winners and laggards underscores how uneven the market’s internal dynamics have become.

Picture this: You’re at a club, catching up with Ajay, your old college buddy known for his artistic flair as a photographer. Out of nowhere, he drops the term "factor investing" into the conversation ...

Is factor momentum greater than stock momentum? Yes, but only at short lags. In this paper we investigate the relationship between factor momentum and stock momentum. Using a sample of 72 factors ...

Momentum was the only S&P 500 factor index to generate positive returns during the third quarter. The S&P 500 Momentum gained 2.8% during Q3, while the parent S&P 500 lost 3.3% in the quarter.

The momentum factor remains compelling, but investors should be selective when embracing it. One way to do so is through the iShares Edge MSCI USA Momentum Factor ETF (CBOE: MTUM). MTUM seeks to track ...