Excess return of high Financial Strength remains elevated (3.4 percent) versus the full period trend (1.1 percent) and the high-low spread remains wide at 7.2 percent. In addition to strong …

For our quality themes, both the top and bottom deciles for Earnings Quality outperformed, while Financial Strength and Earnings Growth inverted on the quarter—meaning poor quality …

2016年6月14日 · The Quality themes of Financial Strength, Earnings Quality, and Earnings Growth tend to offer lower excess return in the high deciles but interact well with the other …

Specifically, we find that factors that measure Financial Strength, Earnings Growth, and Earnings Quality are the most effective ways to objectively remove stocks from consideration for …

This post focuses on the latest financial innovation, Custom Indexing and its core foundations: democratization of finance, technology, passive beta, active management, ESG, factor …

In order to avoid poor quality companies, we remove stocks based on four themes: Financial Strength, Earnings Quality, Earnings Growth, and Momentum. Financial Strength identifies …

An early example of Shareholder Yield is found in the world’s first mutual fund, Eendragt Maakt Magt (Unity Creates Strength). Founded in 1774 by a Dutch broker named Abraham van …

At OSAM, we screen out companies from our investable universe that score poorly on Financial Strength (highly levered companies reliant on external funding), Earnings Quality (companies …

Financial Strength; We avoid real estate companies that are highly levered or that have poor balance sheet strength relative to peers. We look at leverage ratios, how they are financed, if …

quality), cash flow-to-debt (financial strength), and external financing* (financial strength). In the table above the boxes shaded green represent the annualized return of stocks that are …