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Compiling comments that experts make about stocks while on public TV.

2017-01-23

General Comment by Larry Berman CFA, CMT, CTA

Bias Subject Owned
UNKNOWN NORTH AMERICAN - LARGE & ETFs _N/A

Educational Segment.  Smart Factor ETFs.  Research affiliates.  He showed a graphic depicting smart factors that look at momentum, volatility, liquidity, profitability, etc.  If you calculate excess returns, on average over history about 40 years you average about 2.4% in excess return.  The average volatility is mostly less than the index.  A second graphic looked at cross correlation of factor returns.  If you put two together in a portfolio you get diversification. 

Larry Berman CFA, CMT, CTA
Chief Investment Officer, Partner, ETF Capital Management Inc. http://www.etfcm.com

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