Flirting with Models

The Research Library of Newfound Research

Tag: valuation

Momentum: Letting the Cheap Get Cheaper?

Can first-order effects of a momentum strategy help serve as a hedge to the potential sharpe repricing risks that occur in expensive market environments?

Why You Should Hope for a Bear Market

Expected equity returns are depressed due to high valuations.  A significant bear market would move expected returns closer to historical norms. 

Are Valuation and Momentum at Odds?

Understanding Convertible Bonds

Convertible bonds are income generating hybrid securities that can reap benefits of both stock and bonds during different market environments.
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