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 52 percentage points in 24 months. Our beta is only 1.2 (don't click this link if beating the market isn't important to you).

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