Mar. 23, 2015, 3:24 PM
- The Barron's 400 has regularly beaten the S&P 500 (NYSEARCA:SPY) since its 2007 launch, writes Chris Dieterich, and also powers the Barron's 400 ETF (NYSEARCA:BFOR), which has topped the S&P 500 by nearly 500 basis points since starting in June 2013. BFOR is up 6% YTD, more than double that of the S&P 500.
- Among those added to the index during last week's twice-yearly rebalancing were Celgene (NASDAQ:CELG), American Airlines (NASDAQ:AAL), Starbucks (NASDAQ:SBUX), and Ameriprise Financial (NYSE:AMP).
- Among those dropped were McDonald's (NYSE:MCD), Wells Fargo (NYSE:WFC), Verizon (NYSE:VZ), and IBM.
- A "ruthless" quantitative security-selection method screens for growth, value, and cash flow, and filters further with other factors such as diversification.
Mar. 5, 2015, 1:02 PM
- The Arrow QVM Equity Factor ETF (NYSEARCA:QVM) is an equally-weighted portfolio of 50 stocks that simultaneously demonstrate strong quality, value and momentum characteristics.
- This strategy is based on the Arrow Insights Quality Value Momentum Index, which has has shown a favorable risk/return profile relative to both the capitalization-weighted S&P 500 Index and the equal-weighted S&P 500 Index in historical analysis.
- Broad quality, value or momentum ETFs: PDP, QUAL, BFOR, MTUM, PWC, FAB, QVAL, MOM, MMTM, DWAQ, VLUE, VUSE
Oct. 21, 2014, 2:35 PM
- The ValueShares U.S. Quantitative Value ETF (Pending:QVAL) will be an actively managed fund, offering investors access to an index of undervalued companies, selected using forensic accounting, valuation and quality screens.
- "While the Fund will invest in approximately 50 U.S. equity securities as determined by its quantitative value factors, the quantity of holdings in the Fund will be based on a number of factors, including the asset size of the Fund and the number of companies that satisfy the Adviser’s quantitative measurements at any one time," as stated in the prospectus.
- The prospectus also states that "the fund may invest in securities of companies in any industry and of any market capitalization," leaving the investment options open for the team at Alpha Architect.
- Other multi-cap value ETFs: BFOR, PWC, FAB, VLUE, VUSE
Sep. 10, 2014, 4:38 PM
- State Street Corporation's (NYSE:STT) new fund, the SPDR SSgA Risk Aware ETF, is designed to provide investors with competitive returns, compared to the broad U.S. equity market, and capital appreciation.
- “The SPDR SSGA Risk Aware ETF (NYSEARCA:RORO) is targeted at providing investors an innovative solution for capitalizing on risk-on and risk-off fluctuations in the US equity market,” said Scott Ebner, senior managing director and global head of product development and research at State Street Global Advisors, in a statement.
- Managed by SSGA’s Active Quantitative Equity Group, the fund will employ their quantitative market risk measurement model to identify, quantify and benefit from risk factors moving the markets at any given time.
- Other broad U.S. equity ETFs built to maximize returns: USMV, QUAL, BFOR, PWC, FAB, VLUE, VUSE, PDP, MTUM, MOM, MMTM, DWAQ
Jan. 21, 2014, 3:14 PM
- Vident Financial is launching its second ETF tomorrow after a successful introduction of its first fund, the Vident International Equity ETF (VIDI) in October 2013.
- As described on the fund's home page, the Vident Core U.S. Equity ETF (VUSE) is a multi-cap fund which "seeks to represent a portfolio of U.S. companies that adhere to higher standards of of corporate governance and accounting".
- VUSE will feature a unique weighting strategy, representing holdings by Vident's principle expressions, placing higher focus on value than market-cap to determine weighting.
- Other U.S. multi-cap value ETFs: BFOR, PWC, IWW, FAB, VLUE
Jun. 21, 2013, 2:48 PMThe recent drawdown in the S&P 500 (SPY) is a minor one compared to historical norms, says Goldman in a research note today. While reiterating its view of a 1,750 closing level this year for the index, the team expects there could be another 3-5% down in this current move. | Jun. 21, 2013, 2:48 PM | 4 Comments
Jun. 20, 2013, 11:44 AM
Technicians are eying the S&P's (SPY -1.5%) breach today of its 50-day moving average. The 50-day line has held a number of times this year, putting chart-watchers in awe, writes Tomi Kilgore, but the unwritten rule says the more times a level is tested the more likely it is to break. Other ETFs of interest: IVE, SSO, IVV, SH, SDS, SPXU.| Jun. 20, 2013, 11:44 AM | 3 Comments
Jun. 19, 2013, 2:13 PM
Bond prices (TLT -0.7%) slip following the more upbeat assessment of the economy from the FOMC. Higher growth and lower unemployment projections spell maybe a quicker schedule for tapering and eventual tightening, but materially lower inflation expectations say the opposite. Stocks give up a bit of ground as well, the S&P 500 (SPY -0.3%). The dollar (UUP +0.3%) pops higher across the board.| Jun. 19, 2013, 2:13 PM | 4 Comments
Jun. 3, 2013, 10:58 AM