In some of the earlier posts, I have written about momentum and low volatility investing. In this post, I compare the performance of various factor-based indices. What is Factor Investing? This blog post from S&P gives an interesting analogy. Consider Factors as nutrients and food items as stock returns. Now, different food items (pulses, milk, bread, vegetables, … [Read more...] about Nifty Factor Indices (Value, Momentum, Quality, Low Volatility, Alpha): Performance Comparison
momentum investing in india
I have written about momentum investing before. I compared the performance of S&P BSE Momentum Index TRI with Nifty 50, Nifty Next 50 and Nifty Midcap 150 indices in an earlier post (Does momentum investing work in India?). The findings were in favour of S&P BSE Momentum Index, which outperformed all 3 indices by a wide margin at only slightly higher … [Read more...] about Nifty 200 Momentum 30 Index: Review & Performance Comparison
Risk and Reward go hand in hand. Higher the risk, greater the reward. So, if you are looking for higher returns, you just need to load up on risk. At least, that’s what the Capital Asset Pricing model (CAPM) used to calculate expected stock returns tells us. However, the experience has been completely different in various markets. Low volatility stocks have … [Read more...] about Does Low Volatility Investing beat Nifty and Sensex?
If you are a value investor, your investment philosophy must be to buy beaten-down stocks that are trading below their value. However, not everyone thinks alike. There is another school of thought that does not bother about struggling stocks. Quite the reverse in fact. Welcome to the world of Momentum investing. The motto: Buy High and Sell Higher. The practitioners of … [Read more...] about Does Momentum Investing work in India?