Yes! you need to ask such questions to your smart beta company. If they say they are smart they need to illustrate that in the monthly performance numbers. Monthly numbers are not the expected norm for Smart Beta companies. How can it be? If ‘Value’ as a style can underperform for years followed by a […]
Congratulations Mukul. You are in the top 10% of Authors on SSRN by downloads this month. SSRN Author Page
Press Release RMI® India Growth 20 up 7.82% in January. London – Jan 31, 2017 The RMI® India Growth 20 selects 20 out of the top India 50 stocks based on the RMI® Value Growth methodology. The RMI® India Growth 20 is listed on Bloomberg (<ORMIIN11> GO). The model delivered 7.82% in January. This return was […]
Finance does not understand the physics of preferential attachment. According to Taleb, the intuitively appealing preferential attachment is incomplete. This is a tragedy for his ‘Black Swan’ because preferential attachment is the other name for ‘Rich Get Richer’. Taleb bases his philosophy of randomness on the non-normal power law behavior which is also another way […]
Press Release RMI® REITs beats RMZ by 6.48%. London – Jan 31, 2017 The RMI® US REIT measures the performance of the top 150 US Real Estate equities based on the RMI® Value-Core-Growth methodology. The RMI® US REIT Index Value Core Growth 2016 listing on Bloomberg (<ORMIRE11> GO) delivered an absolute return of 13.16% in […]
Press Release RMI® UK starts 2017 by 5.15% Excess Returns in January. London – Jan 31, 2017 The RMI UK Value Growth 40 delivered the top excess return of 5.15% in January. The RMI Canada continued with its last year momentum at 4.32% excess return above TSX 60 in January. The 9 RMI models listed on Bloomberg […]
Abstract Tim Berners Lee’s vision of the Semantic Web (Web 3.0) as defined in his 2001 paper with Hendler and Lassila though accurate is incomplete. The evolution of the web is not going to stop at its cognitive stage but will move towards becoming an ultra-smart agent and for that to happen the web needs […]
Press Release RMI Models on Bloomberg deliver 7% Excess Returns in 2016. London – December 30, 2016 All the 8 RMI models listed on Bloomberg (<ORMI> GO) starting January 2016 delivered an absolute positive return for 2016. All the RMI models also delivered a positive risk-weighted excess return above their respective benchmarks. The average excess […]
Press Release RMI® Nasdaq outperforms Nasdaq 100 by 10.65% in 2 years. London – December 30, 2016 The RMI Nasdaq listed on Nasdaq (RMIVG20) ended 2016 with a 14.19% annual return. The performance for the 2 year period starting January 2015 was at 23.4%. As of December 30 (2016), the RMI outperformed the S&P 500, […]
Press Release RMI® Outperforms Developed World’s Best Markets by 13.19% in 2016. London – December 30, 2016 The S&P/TSX Composite Index was the top performer among developed market Indices delivering 18% return for the year. The RMI Canada Growth 60 listed on Bloomberg with the ticker ORMICA12 outperformed the benchmark by 13.19% for the year. […]