Alpha 

AlphaScreens: The might of momentum

AlphaScreens: The might of momentum

Factor investing - the practice of isolating stocks which score highly on isolated risk-return metrics or 'factors' - has been much in vogue for the past five years or so, with a proliferation in so-called smart beta ETFs which aim to isolate factor returns. Arguably the investment phenomenon that excites academics the most is momentum, which is the process whereby rising share prices tend to beget more of the same. 

To continue reading, subscribe today

and enjoy unlimited access to the following:

  • Tips of the Week
  • Funds coverage
  • Weekly features on big investment themes
  • Trading ideas
  • Comprehensive companies coverage
  • Economic analysis
Subscribe
Subscribe to Investors Chronicle

Related topics

Subscribe today

Full access for just £3.37 a week:

• Tips and recommendations - to beat the market 
• Portfolio clinic & Mr Bearbull - build a well-planned portfolio 
• Expert tools - track and manage investments effortlessly
• Plus free delivery to your home or office

Subscribe Now