Resources featuring Jim Monroe, CFA

Quality sub factors matter

Factor investing calls for identifying those stocks with the strongest characteristics for a given factor, but there is a large number of characteristics, or sub-factors, that can be used to define each factor.

Investors need a stronger fixed income analytics framework

The Transparency Imperative Thanks to the evolution of both holdings-based and returns-based analysis, investors have benefited from decades of growing transparency in equity markets. Detailed disclosures and third-party tools now offer granular views of portfolio risks and exposures, right down to the security level, giving investors confidence in what they own. In contrast, while Fixed […]

What do AI stocks, the tech bubble, and Taylor Swift have in common?

What are your chances of scoring Taylor Swift tickets? You’ll likely find yourself in the pre-sale queue with odds of 1 in 20, or even 1 in 50. For most, this means turning to the secondary resale market. An “affordable” concert experience can range from $50 to over $1,000 per ticket. But why the surge? It’s basic […]

Factor Performance in UK General Elections

With the UK general election scheduled for July 4th 2024, we conducted a historical analysis of factor performance in the periods surrounding previous elections. In total, we analyzed six UK general election periods between 2001 and 2019, examining how factors performed in the six months leading up to and following the vote. Key Findings The […]

Exploring the relationship of interest rates to value vs growth investment strategies

After the economic turmoil caused by the COVID-19 pandemic, developed economies faced inflation rates reminiscent of the early 1980s. With the United States and the United Kingdom embarking on an unprecedented cycle of interest rate hikes to counter inflation, investors were left wondering about the potential impact on equity markets. Specifically, the question was whether […]