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We began this blog series by talking about price and breadth momentum. In this article, we continue the discussion with risk-adjusted momentum. This takes into account the level of risk involved with a given equity. By taking into account volatility, we are able to...

When we launched our momentum factors, we broke them into four types: price momentum, risk-adjusted momentum, trend momentum, and idiosyncratic momentum. What are each of these?Price momentum is the rate of acceleration of a security's price or volume, and a key...

In the previous two blogs we looked at Value from a high level and from a sector perspective. In this entry, we are looking at Value from a time horizon. Given the pro-cyclical nature of the Value factor, this is an important facet to have. As a refresher, for this...

In the last blog we looked at the Value factor without any particular perspective. In this entry, we break down the data and see how different Value factors perform across different sectors. To remind you, for this demonstration portfolio we are comparing metrics...

Factor investing is more relevant today than ever before. At Kavout, we approach using Factors differently: We do the leg work. Kavout crunches the financial data, calculates and updates each value factor for thousands of stocks on a daily basis. This saves you time...

In the previous two blogs we looked at Quality from a high level and from a sector perspective. In this entry, we are looking at Quality from a time horizon. As a refresher, for this demonstration we constructed a portfolio based on three key sub-factors: profit,...

In the last blog we looked at the Quality Factor without looking at any particular sectors or time horizons. In this entry, we break down the data and see how different Quality factors perform across different sectors. To remind you, for this demonstration...

Factor investing is more relevant today than ever before. At Kavout, we approach using Factors differently: We do the leg work. We are able to intake, calculate and process more data than humanly possible. This means you have more time and resources to manage wealth...