Is the Value Premium Dead?

Hellow guys, Welcome to my website, and you are watching Is the Value Premium Dead?. and this vIdeo is uploaded by Ben Felix at 2020-02-22T04:00:07-08:00. We are pramote this video only for entertainment and educational perpose only. So, I hop you like our website.

Info About This Video

Name	Is the Value Premium Dead?
Video Uploader	Video From Ben Felix
Upload Date	This Video Uploaded At 22-02-2020 12:00:07
Video Discription	7:30 I say that Fama and French found that over a 23-year period there was a 23% chance of value under-performing. I should have said that over a 3-year period there was a 23% chance of value under-performing. A value stock has a low price relative to some fundamental metric like book value or earnings. The value premium is the excess return that value stocks are expected to earn over the market. This excess return has historically been, and is expected to continue to be, positive. In other words, value stocks have higher expected returns than the market. Referenced in this video: - Volatility Lessons https://poseidon01.ssrn.com/delivery.php?ID=134094121066112087075072085088107120021087025040030006018105081106124081029070105023027001056044123040017070001072012124019093102008032018048095101099103120007069029066042024018095102083114109121005108083070092064095112124085026115116031107096097122&EXT=pdf - The Value Premium https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3525096 - Identifying Expectation Errors in Value/Glamour Strategies https://poseidon01.ssrn.com/delivery.php?ID=378070074070098110124101067088126076009075022081036087078089004067078002091125065007021011006001039100019102099007107095112094116049039081035027107115093068086106025069011095094070088126007104066098126070011081006004066029002072072081114108125112081072&EXT=pdf - Risk and Return of Value Stocks https://papers.ssrn.com/sol3/papers.cfm?abstract_id=112553 - The Cross-Section of Expected Stock Returns https://www.ivey.uwo.ca/cmsmedia/3775518/the_cross-section_of_expected_stock_returns.pdf - It’s Time for a Venial Value-Timing Sin https://www.aqr.com/Insights/Perspectives/Its-Time-for-a-Venial-Value-Timing-Sin ------------------ Follow Ben Felix on - Twitter: https://twitter.com/benjaminwfelix - LinkedIn: https://www.linkedin.com/in/benjaminwfelix/ Visit Rational Reminder: https://www.https://rationalreminder.ca/ Follow the Rational Reminder on: - Twitter: https://www.twitter.com/RationalRemind Visit PWL Capital: https://www.pwlcapital.com/teams/passmore-felix/ Follow PWL Capital on: - Twitter: https://twitter.com/PWLCapital - Facebook: https://www.facebook.com/PWLCapital - LinkedIn: https://www.linkedin.com/company/pwl-capital/ You can find the Rational Reminder podcast on Google Podcasts: https://www.google.com/podcasts?feed=aHR0cHM6Ly9yYXRpb25hbHJlbWluZGVyLmxpYnN5bi5jb20vcnNz Apple Podcasts: https://itunes.apple.com/ca/podcast/the-rational-reminder-podcast/id1426530582?mt=2 Spotify Podcasts: https://open.spotify.com/show/6RHWTH9iW7hdnA7eAg7ukO?si=hjZNfLKuSjSeWX38GPqhVA ------------------
Category	Education
Tags	benjamin felix \| common sense investing \| ben felix

Info About This Video

More Videos

Small-cap valuations look better than large caps, says market strategist Julie Biel

Small Cap and Value Stocks

Warren Buffett: Own Small Companies To Get Rich

The Outlook for Value & Small Cap Stocks

Small-cap stocks could bring in big gains in 2024, says Sandy Villere

Eugene Fama Why Small Caps and Value Stocks Outperform - ClientInsights

2024 will be the year of small caps and value, says BMO's Yung-Yu Ma

Small-Cap Value Opportunities (Guest: Tucker Scott)

20 Things You Should Know About Small-Cap Value

My Job is to Find You Value

Secrets of Small Cap Value Investing In 2024 | Kyle Mowery

Investors should start paying attention to small-cap stocks, says NFJ Investment's John Mowrey

Small Cap stock investing opportunities in 2024

The Problem With Small Cap Stocks

Is a small value tilt in my portfolio still beneficial since they are widely known about? YQA 173-2

FORMULA: How To Find Small Cap Stocks To Buy That Will 8x

The small-cap run starts in earnest now, says David Waddell

Does the Avantis Small Cap Value ETF (AVUV) Belong in Your Portfolio?

Small Cap Value What could go wrong

Small caps are going to 'fly' once interest rates moderate, says Aperture Investors' Peter Kraus