Below is a weekly summary of our research findings for 8/25/25 through 8/29/25. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...
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CXO Advisory - Stock Market Research and Investing Strategie ..
The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for September 2025. SACEMS rankings probably will not change by the close. SACEVS allocations are ...
Do exchange-traded funds (ETF) that hold convertible corporate bonds offer attractive performance? To investigate, we compare performance statistics for the following four convertible bond ETFs, all currently available, to those for a monthly ...
Do returns for U.S. stock options exhibit half-day momentum/reversal effects? In their August 2025 paper entitled "In Search of Seasonality in Intraday and Overnight Option Returns", Turan Bali, Amit Goyal, Mathis Moerke and Florian Weigert examine ...
Some stock market experts cite the year (1, 2, 3 or 4) of the U.S. presidential term cycle as a useful indicator of U.S. stock market returns. Game theory suggests that presidents deliver bad news immediately after being elected and do everything in ...
Do exchange-traded funds (ETF) that track asset classes, such as those used in the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS), exhibit reliable seasonalities? To check, we look at average ...
Does the Labor Day holiday, marking the end of summer distractions, signal unusual return effects by refocusing U.S. stock investors on managing their portfolios? By its definition, this holiday brings with it any effects from the turn of the month.
Below is a weekly summary of our research findings for 8/18/25 through 8/22/25. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what's relevant to your investing needs. Subscribers: To receive ...
How should global investors assess country sovereign bond and equity risks? In his July 2025 paper entitled "Country Risk: Determinants, Measures and Implications - The 2025 Edition", Aswath Damodaran examines country risk from multiple perspectives.
Do a relatively few stocks drive the alphas of many anomalies? In the May 2025 revision of his paper entitled "The Intersection of Expected Returns", Austin Sobotka explores stock overlap among the portfolios of 164 cross-sectional asset pricing ...