Discovering Under-Covered Microcap Stocks
on Bloomberg Markets

Categories Interview, Investing, OSAM Research

BBR logo

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…

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

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”

MoneyLife Radio Grills OSAM’s CIO

Categories Interview, Investing, OSAM Research

“[Market forecasters] are so far off that you’re much better giving a monkey a coin and going with whether it lands heads or tails.”
— Jim O’Shaughnessy, OSAM Chairman & CEO/CIO


Chuck Jaffe, acclaimed
MarketWatch columnist and “The Big Interview” host,1 challenges the continuing OSAM tradition of “completely ignoring Washington D.C. and other noise,” provoking Jim to blurt out the derogatory monkey comment quoted above.2

“The Big Interview: Jim O’Shaughnessy” Continue reading “MoneyLife Radio Grills OSAM’s CIO”

Bloomberg Markets’ Carol Massar Asks OSAM:
Active or Passive?

Categories Interview, Investing, OSAM Research

Last week was the 8-year anniversary of The Great Recession’s March 9, 2009 market bottom. To celebrate, or whatever you’re supposed to do to commemorate low points, we offer the first in a series of recent interviews with the OSAM Research Team. Honestly, even if this conversation happened the next day, March 10, 2009, the tenor would’ve been about the same: If your formula works, stick to it.

“O’Shaughnessy on Active vs. Passive” Continue reading “Bloomberg Markets’ Carol Massar Asks OSAM:
Active or Passive?”

Expensive ETFs —
the P/E Under the Hood

Categories Investing, OSAM Research

“Trump Bump Boosts ‘Smart Beta’ Funds”   — WSJ, Feb. 5, 20171

The chart below helps answer these 2 questions: “Do I really want to rely on a tweet to drive my investing success?” and “Am I (and/or are my clients) in an ETF that selects its stocks for their scalability rather than their potential to generate alpha?”2 Additionally, this article asks “How does a contrarian thesis of ‘building resilient, inexpensive portfolios by selecting quality, high-yielding stocks’ — or something along those multi-thematic lines — look under the lens of P/E?”3 Continue reading “Expensive ETFs —
the P/E Under the Hood”

2016 Factor Alpha Newsletter

Categories Investing, OSAM Research

We focus on factors because of the reason behind why they work, not the performance. In any given year, one factor can do well or poorly, creating “noise” in the long-term process. This is why we blend factors together to build proprietary multi-factor themes.1 Singling out a factor for good/bad performance is not what we do — instead, we look for conceptual ideas that exhibit long-term efficacy.

Using the All Stocks Universe2 as a guide, this inaugural edition of the Factor Alpha Newsletter (FAN) offers a live-time snapshot of the past 12 months. Continue reading “2016 Factor Alpha Newsletter”