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AFG Quantitative Review – Q3 2020

October 21, 2020

The transition into Q4 is accompanied by a notable milestone. The Applied Finance Group turns 25 years old today! We want to take this opportunity to thank our research partners that appreciate the merit of […more]

Book/Price – A Broken Factor

September 14, 2020

In the past 5-10 years, investors have seen drastic underperformance from traditional value factors. Russell style indices, which use sales growth, earnings growth, and book/price to determine value and growth, have seen a strong divergence in performance since the 2008 recession. Let’s examine Russell Value/Growth Anomalies, Share Repurchases and Intellectual Assets.

Market Realized Earnings & Forecasts

August 28, 2020

The S&P 500 recently crossed into new all time highs as the market shrugs off the coronavirus threat. Applied Finance’s database processes forecast data for over 20,000 companies worldwide. We decided to take a look […more]

Is the S&P 500 a Value, Core, or Growth strategy?

August 19, 2020

Is the S&P 500 a Value, Core, or Growth strategy? It depends.
The push in megacap stocks has caused index concentration to be at the highest levels since the 1970’s. Additionally, the Covid-19 pandemic and drop in interest rates has led investors to favor Growth stocks so far this year, exacerbating the trend. […more]

Shareholder Yield in the Era of Low Interest Rates

August 4, 2020

Investors too often focus solely on dividends, when they should consider a combination of dividends and share repurchases. In a decade-long spell of low interest rates, public companies have strong incentives to reconsider their capital […more]

Will the Mega Cap Dominance Continue?

July 10, 2020

The largest few companies in the US have dominated performance over the past 4-5 years. The recent Covid-19 pandemic has intensified this trend in recent months. In particular, the largest five companies the in US […more]

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