Earnings Stability as a Source of Alpha
- Analysis of the use of a four-factor model as a tool to help manage portfolios based on the IBrX. de Faria, Luiz Eduardo Carvalho Terra; Ness Jr., Walter Lee; Klotzle, Marcelo Cabus; Pinto, Antonio Carlos Figueiredo // Brazilian Business Review (English Edition);Oct-Dec2011, Vol. 8 Issue 4, p67
Using the price series of the assets that compose the IBrX in the period from May 2002 to December 2007, this article examines the influence of the variables beta, market value, price-earnings ratio and book-to-market ratio on the behavior of the Brazilian stock market, comparing the results...
- China: Still Cautious Towards Equities. // Emerging Markets Monitor;2/11/2008, Vol. 13 Issue 42, p6
The article presents an outlook for Chinese equities for 2008. Despite the Shanghai Composite Index's (SCI) biggest gain in two years and after Chinese regulators helped restore investor confidence in the benchmark index, caution is still offered. The author believes that tighter monetary...
- WAHT WE'RE THINKING: Got to get better in a little while. Moroney, Richard // Dow Theory Forecasts;10/28/2013, Vol. 69 Issue 43, p2
The article compares today's U.S. stock performance versus long-term norms based on the statistics for the Standard & Poor's (S&P) 1500, an index for large, midsized and small stocks developed in 1994. It indicates that the median triling price and earnings ratio of 20.3 is higher above the norm...
- Year-end outlook for stocks. Moroney, Richard J.; Carlson, Charles B.; Pogach, Kenneth S.; Sweet, Robert A.; Wright, David A. // Dow Theory Forecasts;12/22/2003, Vol. 59 Issue 51, p2
Presents an outlook for stock in the U.S. for 2004. Prevalence of daily advances in the New York Stock Exchange; Undervaluation of the Standard & Poor's 500 Index; Rise of corporate earnings.
- The East is on the up. Abrams, Colin // Finance Week;3/29/2004, p26
Offers suggestions to South African traders and investors planning to diversify their portfolios in the Japanese and Australian stock exchanges. Performance of the Japanese and Australian stock exchanges; Stock price index; Relative strength index.
- MARKET COMMENTARY. // Dow Theory Forecasts;1/20/2003, Vol. 59 Issue 3, p3
Recommends the percentage of cash position in equity portfolios for 2003. Outlook for various stock price indicators; Importance of corporate earnings reports for the December 2002 quarter; Investors' realization that security analysts tend to be optimistic with company forecasts.
- Bigger not always better. // Dow Theory Forecasts;5/7/2007, Vol. 63 Issue 19, p1
The article focuses on stock investing and portfolio management. It offers guides on how many stocks investment portfolios should contain. It provides a chart which illustrates that large portfolios are less volatile than small portfolios. It states that portfolios with more than 40 stocks tend...
- The Fortune Indexes. Boorstin, Julia // Fortune International (Europe);11/27/2000, Vol. 142 Issue 12, p111
Discusses two graphs showing the movement within the stock market as of November 27, 2000. How even if a stock index holds steady there could be variations among the individual stocks; Profits made by companies, including BroadVision, DoubleClick, and CMGI; Losses for Priceline.com and Oracle.
- Canadian Solar Reports Mixed Q1; Guidance Hits Stock. AMY REEVES // Investors Business Daily;5/16/2014, p00