QMOM: A Close Look At The Methodology
November 20, 2022
Summary
- Momentum is one of the best-researched systematic investing strategies and produced significant outperformance in the past.
- Over the last 5 years, the QMOM ETF outperformed the academic benchmark from Kenneth French and several other momentum ETFs.
- The QMOM ETF achieved this by a differentiated momentum-investment process, which I will analyze in this article.
- The QMOM ETF delivered momentum exposure and helps to add momentum to basically all portfolios.
- SA #18: RPV – ‘Pure Value’ Is Indeed More Value Than ‘Value’
- SA #17: IUSV – Transparent Value With Modest Active Risk
- SA #16: IWD – Low Growth Is Not Necessarily Value – Also For Large Caps
- SA #15: VLUE – Transparent Value With Little Industry Bets
This content is for educational and informational purposes only and no substitute for professional or financial advice. The use of any information on this website is solely on your own risk and I do not take responsibility or liability for any damages that may occur. The views expressed on this website are solely my own and do not necessarily reflect the views of any organisation I am associated with. Income- or benefit-generating links are marked with a star (*). All content that is not my intellectual property is marked as such. If you own the intellectual property displayed on this website and do not agree with my use of it, please send me an e-mail and I will remedy the situation immediately. Please also read the Disclaimer.