Discovering Under-Covered Microcap Stocks
on Bloomberg Markets

Categories Interview, Investing, OSAM Research

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Guest Jim O’Shaughnessy, OSAM’s CIO/CEO, and Carol Massar1 find much to discuss during his periodic visit to her daily Bloomberg Markets radio program. For more research on this topic, go to the microcap archives.

The interview2 begins 2 minutes into the recording…

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“Bloomberg Markets: O’Shaughnessy on Investing in Micro-Caps” transcript: Continue reading “Discovering Under-Covered Microcap Stocks
on Bloomberg Markets”

OSAM Guide to Factor AlphaSM

Categories Author: Ehren Stanhope, Investing, Market Cap, Momentum, Quality, Value, Yield

BACKGROUND: We invest deeply in our in-house research, trading, and technology platforms and 100% of the research feeding our investment process is conducted internally. In most cases, our exhaustive study of fundamental investment characteristics leads us to redefine industry-standard metrics at the most granular level in order to boost the accuracy and strength of the signal. We’re fortunate to have a core team of Researchers & Technologists who all share a passion for, and background in, factor-based investing (visit our Blog archives for more background). As a result, OSAM is a living, breathing, evolving, team-based research project. This Guide is an overview of our findings. Continue reading “OSAM Guide to Factor AlphaSM

Podcast Replay: Will Thorndike
“How Skilled Capital Allocators Compound Capital”

Categories Business, Interview, Investing

  In this interview,1 the first part discusses Will’s 8-year research project studying CEOs who were master capital allocators, which is the basis for his book The Outsiders: Eight Unconventional CEOs and their Radically Rational Blueprint for Success.2 The second part of the interview discusses Will’s career in private equity.

Before acting on any of the ideas or advice contained on this recording, please read this important disclaimer.


Topics covered include: Continue reading “Podcast Replay: Will Thorndike
“How Skilled Capital Allocators Compound Capital””

Webinar Replay:
5 Considerations for Equity Income Investors

Categories Author: Ehren Stanhope, Income, Investing, Yield

Ehren Stanhope photoGenerating income in client portfolios has always been tough.1 And — prospects for rising rates notwithstanding — it will likely be a challenge for years to come. Ehren Stanhope, CFA (OSAM Principal and Client Portfolio Manager) shares his expertise in global dividend-paying stocks, following up on his Dec-2016 postContinue reading “Webinar Replay:
5 Considerations for Equity Income Investors”

They Can’t All Be That Smart
A Due Diligence Framework for Factor Investors (Part 2)

Categories Author: Chris Meredith, Insight, Investing

Part 1 of this article delineates factor-based strategies — fundamental weighting,1 smart beta, and Factor Alpha — by showing the differences between them. Also covered in Part 1 is a comparison of risk-focused and return-focused factor implementation.2

Part 2 covers how risk controls3 and using Active Share4 can help determine the alignment between factors and portfolio construction for, as well as the fees you should expect to pay.
Continue reading “They Can’t All Be That Smart
A Due Diligence Framework for Factor Investors (Part 2)”

They Can’t All Be That Smart
A Due Diligence Framework for Factor Investors

Categories Author: Chris Meredith, Insight, Investing

Not all factor products are smart. This article delineates factor-based strategies — fundamental weighting, smart beta, and Factor Alpha — by showing the differences between them. It also provides a framework1 for determining the alignment between factors and portfolio construction, as well as the fees you should expect to pay.  Continue reading “They Can’t All Be That Smart
A Due Diligence Framework for Factor Investors”

2017 Factor Alpha Newsletter
Small Stocks

Categories Investing, OSAM Research

So far in 2017, investors saw how multi-factor exposure to Value — in concentrated portfolios — can be beneficial in the small cap space.1 This 1Q17 Small Cap2 edition of the Factor Alpha Newsletter (see also: All Stocks & Global Large Cap) compares our proprietary multi-factor themes3 to the Russell 2000® Value Index (R2000V).4

Continue reading “2017 Factor Alpha Newsletter
Small Stocks”