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Value-Weighted Indexing: The Problem with Active Management

Joel Greenblatt’s rationale for a value-weighted index can be paraphrased as follows: Most investors, pro’s included, can’t beat the index. Therefore, buying an index fund is better than messing it up...

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Equal Weight and Fundamental Indexing Beats The Market

Joel Greenblatt’s rationale for a value-weighted index can be paraphrased as follows: Most investors, pro’s included, can’t beat the index. Therefore, buying an index fund is better than messing it up...

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Why Does an Equal-Weighted Portfolio Outperform Market Capitalization- and...

Yesterday I took a look at the different ways of structuring an index suggested by Joel Greenblatt. Greenblatt finds that an equal-weight portfolio far outperforms a market capitalization weight...

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Chart of Equal-Weight S&P500 Index vs Market Capitalization-Weight Index

It’s a year old, but it’s still sweet. A chart from Tom Brakke’s Research Puzzle pix comparing the performance of the S&P500 and its equal weight counterpart from 2000 to March 2011: Tom thinks the...

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How To Beat Most Active Managers: A Performance Analysis of Fundamental...

The rationale for a value-weighted index can be paraphrased as follows: Most investors, pro’s included, can’t beat the index. Therefore, buying an index fund is better than messing it up yourself or...

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Man versus Magic Formula: Joel Greenblatt’s Value Investors’ Club vs his...

The only fair fight in finance: Joel Greenblatt versus himself. In this instance, it’s the 250 best special situations investors in the US on Joel’s special situations site valueinvestorsclub.com...

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How to beat The Little Book That Beats The Market: Redux

Last May in How to beat The Little Book That Beats The Market: An analysis of the Magic Formula I took a look at Joel Greenblatt’s Magic Formula, which he introduced in the 2006 book The Little Book...

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How to beat The Little Book That Beats The Market: Redux (Part 2)

In How to Beat The Little Book That Beats The Market: Redux I showed how in Quantitative Value we tested Joel Greenblatt’s Magic Formula outlined in The Little Book That (Still) Beats the Market). We...

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How to beat The Little Book That Beats The Market: Redux (Part 3)

In How to Beat The Little Book That Beats The Market: Redux (and Part 2) I showed how in Quantitative Value we tested Joel Greenblatt’s Magic Formula outlined in The Little Book That (Still) Beats the...

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Controlling For Quality in Value Portfolios: How to improve the performance...

In the How to beat The Little Book That Beats The Market (Part 1 2, and 3) series of posts I showed how in Quantitative Value we tested Joel Greenblatt’s Magic Formula (outlined in The Little Book That...

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