Global Beta Advisors Articles and Insights

The misconception that low volatility strategies are simply utilities exposure in disguise has been perpetuated through, what we believe is flawed, low volatility strategies, such as the S&P 500 Low Volatility Index, which selects and weights companies by their individual

The current struggle for investors is to find exposure to growth without paying through the nose for it. It becomes increasingly difficult to satisfy that objective when the economy is trying to come out of a recession and interest

Factor investing has become an important theme for investing. It allows an investor to determine what parts of their investments are driving return. It’s not only important to determine what is driving your investment return but how you are obtaining

“Don’t fight the fed” and “Don’t fight the tape” are expressions that have echoed from market professionals throughout the second quarter of this year. This has resulted in bubbling valuations in certain parts of the market. The second quarter has

Have you found yourself wondering how the volatility of recent months has affected the prices of exchange-traded funds, and more importantly how this impacts your client’s portfolios? While actual value and current prices are generally pretty close when markets are

Prior to the global health pandemic that has taken financial markets by storm, investing over the past decade had effectively been on autopilot with broad market indexes setting new highs constantly over that time. Since the market bottomed from

Systematic value investors face a lot of options when deciding which value metric they should utilize when constructing their portfolios. Unfortunately, common valuation metrics such as price-to-earnings (or the PE ratio) are prone to inaccuracies due to arbitrary increases in

This quarter has been the worst quarter in over a decade. The S&P 500 Index officially crossed into a bear market on 3/12/20, which is defined as a period in which an index falls 20% from a new high.

At Global Beta, as we analyze the current whip sawing in the market, one thing is very clear to us: the market’s unpredictability has become very predictable. The same beast of algorithmic and index-based fund strategies that has seemingly and

The past week between 02/21/20 and 02/27/20 has officially become the worst week for stocks since the financial crisis. In fact, it is the most the S&P 500 index has been down in that span of time. The

Have you been wondering how long the current bull market in the U.S. will last? Justin Lowry, Global Beta Advisors’ Chief Investment Officer, just wrote about this particular topic for’s ETF Market Trends and 2020 Outlook. Learn more about

As we move along in year 11 of the country’s longest ever bull market, it’s fair to wonder when it will end. Below is a list of all the 13 largest bull markets, showing just how impressive the longevity

The investment performance of Yale’s and Harvard’s endowments has drawn interest from other endowments and investors alike, but little research has been done on non-profit endowment performance overall, despite the $700 billion in assets they collectively manage. One recent study, 

Sector Rotation is one of the most popular investment strategies. In this strategy, portfolio capital is re-allocated to different sectors based on various indicators. These indicators can include business cycle indicators, market indicators, trends, momentum and more.

We are now more than half way through 2019, and we believe the theme of this market has been headline risk. The consequence has been volatility in the market, which has made it very difficult for investors to

Smart beta strategies have seen an explosion of interest in the past few years, and the number of smart beta funds has increased dramatically in response. Investing in smart beta is now as easy as buying an index fund.

Factor investing is a strategy that chooses securities on attributes that are associated with higher returns. From a theoretical standpoint, Factor Investing is designed to enhance diversification, generate above-market returns and manage risk. Learn more about Factor Investing by watching

Factor investing uses a set of easily definable characteristics to produce a universe of stocks that meet certain criteria. For instance, the value factor looks at metrics like P/E ratio to find stocks that are priced below that of their