Questions tagged [investing]

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7 questions with no upvoted or accepted answers
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4
votes
1answer
164 views

Should factor signals decay?

If the factors have information content, I expected factor portfolios constructed using recent financial statements should outperform portfolios using stale data. To test this, I used the Professor ...
3
votes
0answers
150 views

In investing, the crowd is wrong much more often than right

I am reading Ken Fisher's Beat the Crowd, and the second sentence in the book is this: In investing, the crowd is wrong much more often than right. I was wondering if there is a way to define the ...
2
votes
0answers
84 views

What type of fund is this?

Is there a name for a fund or investment where many people all split the cost of the investment. For example with peer to peer lending many investors can loan 50 dollars or more to a 40,000 dollar ...
2
votes
0answers
55 views

Looking for: List of 30 top-performing value investors in the US (AUM 100USD mn+; 10 years)

we are currently looking to build another database sourced by crawling the SEC (freely available at SimFin). Our goal is to build a monthly updating database showing the holdings of the top value-...
1
vote
0answers
25 views

Question regarding loan tape data when thinking about providing credit facility to bank

I have few questions regarding loan tape data such as this one: Data Say that I as a fund want to provide a credit facility to this bank and am given this loan tape data. (1) What observations / ...
1
vote
0answers
28 views

Which stock price to take for historical ratios in stock screener (EPS etc.)?

We are currently testing a stock screener that we built and want to implement historical ratios in there too - this is working already for all ratios that don't require stock prices (so all ...
1
vote
1answer
263 views

What does NPV ASSENTED after stock name mean?

For a project, I have to quantitatively implement a strategy for value investing in EURO STOXX 50. I pulled the data from Datastream. When I was checking some data plots for dividend yields and total ...