In recent years, investors have increasingly turned to factor investing as a way to diversify their portfolios and potentially achieve higher returns. Factors are specific characteristics of stocks ...

We’ve learned how to define a factor, what the major factors are and the important realities of factor-based investing. Factors can be used in isolation (i.e., finding the top value stocks) or ...

The results here are bleak as well with only 4 of the rolling returns at one point outperforming the actual portfolio. Looking at the June 2023 total return, each 3-factor combination saw the bottom ...