15 min

The Benefits of a Value Composite Excess Returns

    • Investing

Picking the right value metric can be one of the biggest challenges of quantitative value investing. Although the Price/Book is the most widely used value metric, its struggles in recent years and valid concerns that have been raised about its viability in a world dominated by intangible assets have led many to question whether it still works. But the other widely used value metrics also have their own problems.  In this week's episode, we discuss the benefits of using a value composite and how it can enhance the risk/return profile of a value strategy. 

Picking the right value metric can be one of the biggest challenges of quantitative value investing. Although the Price/Book is the most widely used value metric, its struggles in recent years and valid concerns that have been raised about its viability in a world dominated by intangible assets have led many to question whether it still works. But the other widely used value metrics also have their own problems.  In this week's episode, we discuss the benefits of using a value composite and how it can enhance the risk/return profile of a value strategy. 

15 min

Top Podcasts In Investing