Posts Tagged ‘Carhart’s Four Factor Model’

NY Times is Dead Wrong About Warren Buffett

Warren Buffett
I am not a member of a “Warren Buffett cult” that thinks Warren Buffett is an investing God. I admire Warren Buffett for the right reasons......(read more)

What Percentage of Hedge Fund Profits Are Pocketed by Managers?

hedge funds vs. mutual funds
What percentage of hedge fund profits are pocketed by hedge fund managers? Reuters published an article yesterday with the following title: “Managers......(read more)

Hedge Fund Investors Should Get Smarter

hedge funds vs. mutual funds
Mark Carhart was the guest of Columbia University’s Quantitative Finance program a few months ago. Carhart gave an hour long speech about quantitative......(read more)

Goldman Was Pleased About the Quant Liquidity Crunch

Biggest IPOs in US History
Mark Carhart used to run the Goldman Sachs Asset Management with Ray Iwanowski. Goldman’s flagship Global Alpha hedge fund lost almost 40% in 2007 and......(read more)

Larry Robbins Glenview Capital: Style, Returns and Alpha

GLENVIEW CAPITAL
Larry Robbins’ Glenview, once a$9 billion hedge fund, lost around half of its assets and underperformed the market in 2008. Asset losses and a poor......(read more)

Whitney Tilson and T2 Partners’ Returns and Alpha

T2 PARTNERS
Whitney Tilson is getting a lot of coverage because of his Netflix (NFLX) short. Since September 1st the stock market took off but Whitney Tilson’s......(read more)

10 Stocks Insiders Are Selling Like Crazy

Netflix, Inc. (NASDAQ:NFLX)
Insider sales usually are non-informative. Stocks sold by insiders don’t go down, on the average. This is because most insider sales transactions are......(read more)

Best Mutual Funds: Parnassus (PARNX) Returns and Alpha

hedge fund research
Bloomberg News reported mutual fund Parnassus managed to beat 95% of its peers in 2010 by purchasing stocks in the face of growing public pessimism about......(read more)

Best Mutual Funds: Dimensional Fund Advisors US Small Cap Value (DFSVX)

Dimensional Fund Advisors (DFA) was founded by two University of Chicago business school alums, David Booth and Rex Sinquefield, back in 1981. The company......(read more)

How Do Individual Investors Manage to Lose Money in the Stock Market?

Efficient Market Hypothesis
The Efficient Market Hypothesis claims that stock prices reflect all available information. According to the proponents of the Efficient Market Hypothesis......(read more)

Don’t Waste Your Money On Undeserved Beta

Top 4 Strengths a Successful Entrepreneur Needs
After we were contacted by an uninformed reader regarding our last post, Insider Monkey realized there are investors out there who don’t understand......(read more)

Warren Buffett’s Alpha 1977-2009: Chart of the Day

Warren Buffett
Warren Buffett. We could jot down the nearly endless list of descriptives that would just begin to protray his followers’ feelings towards him.......(read more)

Warren Buffett’s Style Drift

hedge funds vs. mutual funds
Your source for free real-time insider trading data, Insider Monkey, used Carhart’s (1997) four-factor model to estimate Warren Buffett’s alpha and......(read more)
Insider Monkey Small Cap Strategy
Insider Monkey Small Cap Strategy

Insider Monkey beat the market by 74 percentage points in 2.5 years. Our beta is only 1.2 (download a FREE newsletter and see the details inside)

Lists

Who is Currently the Smartest Person in the World?

Who is Currently the Smartest Person in the World?

10 Best Selling Consumer Electronics in India

10 Best Selling Consumer Electronics in India

10 Biggest Mistakes in American Horror Story

10 Biggest Mistakes in American Horror Story

6 Best Rugged Smartphones By Verizon

6 Best Rugged Smartphones By Verizon

Top 5 American Boarding Schools in Europe

Top 5 American Boarding Schools in Europe

11 High Margin eCommerce Products to Build a Business Around

11 High Margin eCommerce Products to Build a Business Around

7 Best Selling Smartphones in Canada

7 Best Selling Smartphones in Canada

Geico’s 5 Biggest Competitors

Geico’s 5 Biggest Competitors

8 Best Places To Visit in Tajikistan That Are Safe and Beautiful

8 Best Places To Visit in Tajikistan That Are Safe and Beautiful

The 8 Best Places to Visit in Latvia That Are Safe and Beautiful

The 8 Best Places to Visit in Latvia That Are Safe and Beautiful

7 Best Places to Visit in Kazakhstan That Are Safe And Beautiful

7 Best Places to Visit in Kazakhstan That Are Safe And Beautiful

5 Best Rugged Smartphones by AT&T

5 Best Rugged Smartphones by AT&T

10 Smartest Countries in Europe

10 Smartest Countries in Europe

6 Boarding Schools in Europe That Offer Scholarships

6 Boarding Schools in Europe That Offer Scholarships

10 Smartest Countries in Asia

10 Smartest Countries in Asia

Top 5 Christian Military Boarding Schools

Top 5 Christian Military Boarding Schools

11 High Margin High Volume Products to Build a Business Around

11 High Margin High Volume Products to Build a Business Around

15 Smartest Countries in Math

15 Smartest Countries in Math

15 Smartest Countries in Science

15 Smartest Countries in Science

10 Best Restaurants in Mumbai for Tourists

10 Best Restaurants in Mumbai for Tourists

11 Biggest Genocides In History

11 Biggest Genocides In History

11 Funniest Stand-Up Comedians in the World

11 Funniest Stand-Up Comedians in the World

8 Best Places to Visit in Turkmenistan That Are Safe And Beautiful

8 Best Places to Visit in Turkmenistan That Are Safe And Beautiful

8 Best Places to Visit in Belgium That Are Safe And Beautiful

8 Best Places to Visit in Belgium That Are Safe And Beautiful

Top 8 Places to Visit in Venezuela that are Safe and Beautiful

Top 8 Places to Visit in Venezuela that are Safe and Beautiful

Top 8 Places to Visit in Chile that are Safe and Beautiful

Top 8 Places to Visit in Chile that are Safe and Beautiful

11 Countries with the Highest Rates of Autism in the World

11 Countries with the Highest Rates of Autism in the World

8 High Profit Margin Businesses to Start in India

8 High Profit Margin Businesses to Start in India

11 High Margin Electronics Products to Sell Online

11 High Margin Electronics Products to Sell Online

11 High Margin Products to Sell on eBay and Amazon

11 High Margin Products to Sell on eBay and Amazon

Top 7 Places to Visit in Bolivia that are Safe and Beautiful

Top 7 Places to Visit in Bolivia that are Safe and Beautiful

Top 7 Places to Visit in Paraguay That Are Beautiful and Safe

Top 7 Places to Visit in Paraguay That Are Beautiful and Safe

The 8 Best Places to Visit in Uruguay That are Safe and Beautiful

The 8 Best Places to Visit in Uruguay That are Safe and Beautiful

7 Best Places to Visit in Guyana that are Safe and Beautiful

7 Best Places to Visit in Guyana that are Safe and Beautiful

7 Best Places to Visit in Suriname that are Safe and Beautiful

7 Best Places to Visit in Suriname that are Safe and Beautiful

Top 7 Places to Visit in French Guiana that are Safe and Beautiful

Top 7 Places to Visit in French Guiana that are Safe and Beautiful

8 Best Places to Visit in Uzbekistan That Are Safe And Beautiful

8 Best Places to Visit in Uzbekistan That Are Safe And Beautiful

7 Best Places to Visit in Kyrgyzstan That Are Safe And Beautiful

7 Best Places to Visit in Kyrgyzstan That Are Safe And Beautiful

10 Best Places To Visit in Lebanon That Are Safe and Beautiful

10 Best Places To Visit in Lebanon That Are Safe and Beautiful

8 Best Places to Visit in Middle East That Are Safe And Beautiful

8 Best Places to Visit in Middle East That Are Safe And Beautiful

11 Most Profitable Businesses with Low Overhead

11 Most Profitable Businesses with Low Overhead

6 Most Dangerous Rivers in England

6 Most Dangerous Rivers in England

11 High Margin Products to Sell Online

11 High Margin Products to Sell Online

The 10 Least Expensive Caribbean Medical Schools

The 10 Least Expensive Caribbean Medical Schools

10 Most Popular Social Networking Sites in India

10 Most Popular Social Networking Sites in India

11 Most Underdeveloped Countries in Europe

11 Most Underdeveloped Countries in Europe

10 Best Selling Consumer Products in the USA

10 Best Selling Consumer Products in the USA

11 Most Expensive Countries for Foreign Students

11 Most Expensive Countries for Foreign Students

The 10 Best Places to Visit in New Zealand That Are Safe and Beautiful

The 10 Best Places to Visit in New Zealand That Are Safe and Beautiful

8 Best Places to Visit in Mongolia That Are Safe and Beautiful

8 Best Places to Visit in Mongolia That Are Safe and Beautiful
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