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Reader Questions
...few questions fairly consistently, and I thought I would address the most common below. Have you tested a long/short version of your model? I initially did not want to include the L/S version in my paper for a number of reasons. The content was written so that most investors could digest the material (I found trimming the paper and excluding discussions on topics such as skew and kurtosis resulted in many more people finishing the paper). The res...
Spending It, Getting Creative, and Payout Yields
...Yield = $ spent on dividends + $ spent on share repurchases (Net payout is simply subtracting the $ raised through new share issues to the above formula) Shareholder Yield = $ spent on dividends + $ spent on share repurchases + $ used to pay down debt So, one could combine the two into a total figure of cash being returned to shareholders. . .thoughts? Total Yield = $ spent on dividends + $ spent on share repurchases + $ used to pay down debt – $...
Managed Futures. . . .Finally
...of timing futures. As evidenced in this paper, the majority of the returns come from the account balance sitting in T-Bills. Smaller fractions of the total return come from trendfollowing and roll yield. As we have (possibly) concluded the longest bond bull market in history for the past 20+ years, the returns have naturally been subpar for the trendfollowing funds. Most talking heads then question, “are trendfollowing funds done/broken/etc?” with...
Best Ideas Hedge FOF
...its top 10 holdings. 3. Conviction – The Morgan Stanley study that bought companies with a high %age of their shares owned by a small number of hedge funds. Granted, there is *very likely* survivorship bias due to the universe of funds currently in existence. How much this biases the results it is hard to gauge. Possibly the returns will settle closer to the HFR L/S category average, but I think the best value managers will achieve returns that o...
A Better Dog
...Yield = $ spent on dividends + $ spent on share repurchases (Net payout is simply subtracting the $ raised through new share issues to the above formula) The authors find that “the widely documented decline in the predictive power of dividends for excess stock returns is due largely to the omission of alternative channels by which firms distribute and receive cash from shareholdlers.” Additionally, while dividend yield has lost its predictive abil...
How Smart Are the Smart Guys?
...ating that on average hedge fund long-equity positions are not informed. Decomposing returns into three components, we find some weak statistical evidence on a value-weighted basis that hedge funds are better at stock picking (1.32 percent per year) than mutual funds, but this result is driven by tech stock holdings in 1999 and 2000 and becomes statistically insignificant if looking at equal-weighted performance or with price-to-sales benchmarks....
Guru Lazy Portfolios
...en distribution between US Stocks, Foreign Stocks, Real Estate, Bonds, and Commodities. Inspired by all the Laziness going on at the Kirk Report (they’re reporting on Guru recommended asset allocation weightings), we set up to examine the historical performance of each Guru portfolio since 1972. We will provide both historical returns for that strategy, as well as the results had you used my timing method. All results are total return, gross of an...
The Little Stock That Beats The Market
.... . But does high conviction as an idea result in excess returns, or is it simply an example of the gambling nature of hedge funds? Morgan Stanley has developed a screen based on the hedge fund conviction premise. They examine stocks in the S&P 500 that have 1) high hedge fund ownership in percentage terms, 2) but owned only by a few funds (meaning it is their best idea(s)). They take the top 25 stocks where the hedge funds own the highest % of sh...
Show Me Your Hand – Betting on the Smart Money
...kinson’s Research. Placing 18th out of over 8,000 entrants is an amazing accomplishment, but so is beating the financial markets with a 25%+ return for the previous decade. Einhorn started his hedge fund, Greenlight Capital, in 1995 after getting rejected from every Ph.D. program to which he applied. That $1M starting stake has since grown to over $4 billion. In poker, it would be a huge advantage to know what cards the other players are holding....
Multiples and Their Valuation Accuracy in European Equity Markets
...rform trailing multiples. Our results are significant in magnitude, robust to the use of different performance measures, and constant over time. In an out-of-sample test using a U.S. dataset, we find similar results, which make our study directly relevant for practice....
