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Personal Investments • Today I gave up on factor investing

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I believe in the value factor; the cash flow value factor that is. 30% COWZ/COWS/VFLO > 30% AVUV/AVDV et al. PE has realized 99% of the available value factor premium by taking public small caps private so chasing it at the retail level is a fool's errand IMHO.

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https://www.portfoliovisualizer.com/bac ... YprzsgedRA
Really? Had not heard that before. Private equity has been around a long time. What sources do you recommend for further exploration? Thank you.
Page 46. PE's glory days of public acquisition (early 2000s) netted them a nice return premium while at the same time reducing the available public premium by taking the companies private. My take is that the value premium is "effectively dead" and that it's better to chase returns via alternative routes (e.g. cash flow).

https://rpc.cfainstitute.org/-/media/do ... remium.pdf

Statistics: Posted by mbouck — Wed Apr 24, 2024 3:40 am — Replies 27 — Views 2643



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