Small Cap Value Report (Tue 8 October 2019) – BOWL, AIR

Good morning! Let’s see what’s in Tuesday‘s RNS.
We have updates from:
Hollywood Bowl (LON:BOWL)Air Partner (LON:AIR)YouGov (LON:YOU)Argo Blockchain (LON:ARB)Stock Spirits (LON:STCK)Motorpoint (LON:MOTR)Hollywood Bowl (LON:BOWL)
Share price: 231…

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Small Cap Value Report (Tue 8 October 2019) – BOWL, AIR, YOU

Good morning! Let’s see what’s in Tuesday‘s RNS.
We have updates from:
Hollywood Bowl (LON:BOWL)Air Partner (LON:AIR)YouGov (LON:YOU)Argo Blockchain (LON:ARB)Stock Spirits (LON:STCK)Motorpoint (LON:MOTR)Hollywood Bowl (LON:BOWL)
Share price: 231…

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Small Cap Value Report (Tue 8 October 2019) – BOWL, AIR, YOU, ARB

Good morning! Let’s see what’s in Tuesday‘s RNS.
We have updates from:
Hollywood Bowl (LON:BOWL)Air Partner (LON:AIR)YouGov (LON:YOU)Argo Blockchain (LON:ARB)Hollywood Bowl (LON:BOWL)
Share price: 231.6p (+2%)No. of shares: 150 millionMarket cap: …

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James O’Shaughnessy’s seven traits of the successful active investor

We owe a debt of gratitude to James O’Shaughnessy not just for his groundbreaking multi-decade studies into various stock market factors but because of his championing of a rational, systematic, and emotionally-detached approach to investing. 
He value…

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Trading Strategy Catalog

Where can investors find a large catalog of trading strategies spanning asset classes? In the September 2019 update of their paper entitled “151 Trading Strategies”, Zura Kakushadze and Juan Andres Serur make freely available their book des…

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Small Cap Value Report (Mon 7 Oct 2019) – DUKE

Good morning!Well done to everybody reading this – you’ve survived a tricky couple of weeks in the markets.The FTSE has stabilised around 7150, which from my perspective seems to price in lots of bad news, especially with the pound also rather weak.The…

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Small Cap Value Report (Mon 7 Oct 2019) – DUKE, RFX, BOOM

Good morning!
Well done to everybody reading this – you’ve survived a tricky couple of weeks in the markets.
The FTSE has stabilised around 7150, which from my perspective seems to price in lots of bad news, especially with the pound also rather weak.

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Small Cap Value Report (Mon 7 Oct 2019) – DUKE, RFX, BOOM, ANG, GHH

Good morning!
Well done to everybody reading this – you’ve survived a tricky couple of weeks in the markets.
The FTSE has stabilised around 7150, which from my perspective seems to price in lots of bad news, especially with the pound also rather weak.

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Weekly Summary of Research Findings: 9/30/19 – 10/4/19 [PREMIUM]

Below is a weekly summary of our research findings for 9/30/19 through 10/4/19. 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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In Search of the Bear? [PREMIUM]

Is intensity of public interest in a “bear market” useful for predicting stock market return? To investigate, we download monthly U.S. Google Trends search intensity data for “bear market” and relate this series to monthly S&#38…

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Small Cap Value Report (Fri 4 Oct 2019) – GRG, SCS

Hi, it’s Paul here, with Friday’s SCVR.
I’m starting early (writing this on Thurs evening) because am meeting my stockbroker for a boozy lunch in the city on Friday. Hence I want to get this out of the way, so as not to short-change my readers here.

Z…

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Small Cap Value Report (Thu 3 Oct 2019) – placeholder

Good evening/morning, it’s Paul here with the placeholder for 3 Oct 2019.IFRS 16I’ve noticed one or two investors amp; commentators are getting into a panic about IFRS 16.From the enquiries I’ve made so far, institutions amp; banks are taking as much n…

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Small Cap Value Report (Thu 3 Oct 2019) – IFRS 16, RBG,

Good evening/morning, it’s Paul here with the placeholder for 3 Oct 2019.

IFRS 16
I’ve noticed one or two investors amp; commentators are getting into a panic about IFRS 16.
From the enquiries I’ve made so far, institutions amp; banks are taking as mu…

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Small-cap income – How to find dividend growth stocks on AIM

Dividends paid out by companies quoted on the Alternative Investment Market (AIM) rose by nearly a quarter to £633 million in the first half of 2019. At the current run rate, the overall dividend payout from AIM stocks has tripled since 2012.
For inves…

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Small Cap Value Report (Wed 2 Oct 2019) – RBG, ABDP

Good morning, it’s Paul here.
I’ll be writing all afternoon, as there are no meetings today. Estimated time of completion: 6 pm. There are not many updates today, so once I’ve covered those, I’ll circle back to a few more items of news from yesterday.

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Small Cap Value Report (Wed 2 Oct 2019) – RBG, ABDP, KCT

Good morning, it’s Paul here.
I’ll be writing all afternoon, as there are no meetings today. Estimated time of completion: 6 pm. There are not many updates today, so once I’ve covered those, I’ll circle back to a few more items of news from yesterday.

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Small Cap Value Report (Wed 2 Oct 2019) – RBG, TPT, ABDP, KCT, TEG

Good morning, it’s Paul here.
I’ll be writing all afternoon, as there are no meetings today. Estimated time of completion: 6 pm. There are not many updates today, so once I’ve covered those, I’ll circle back to a few more items of news from yesterday.

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Small Cap Value Report (Tue 1 Oct 2019) – TND, ALT, HAT, RBG

Good evening/morning, it’s Paul here.
I’ll start (this bit written late Monday evening) with some catching up from stuff I was too tired to write about earlier, to get you started on Tuesday morning.

Tandem (LON:TND)
Share price: 190p (up 3% at marke…

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SACEMS, SACEVS and Trading Calendar Updates

We have updated monthly allocations and performance data for the Simple Asset Class ETF Momentum Strategy (SACEMS) and the Simple Asset Class ETF Value Strategy (SACEVS). We have also updated performance data for the Combined Value-Momentum Strategy. W…

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Preliminary SACEMS and SACEVS Allocation Updates

The home page, Simple Asset Class ETF Momentum Strategy (SACEMS) and Simple Asset Class ETF Value Strategy (SACEVS) now show preliminary positions for October 2019. For SACEMS, past returns for ranks two through four are very close, so the second and t…

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Long-only Stock Momentum with Volatility Timing [PREMIUM]

What is the best way to avoid stock momentum portfolio crashes? In her July 2019 paper entitled “Momentum with Volatility Timing”, Yulia Malitskaia tests a long-only volatility-timed stock momentum strategy that exits holdings when strategy…

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