Want to create an interactive transcript for this episode?
Podcast: Excess Returns
Episode: The Benefits of a Value Composite
Description: Picking the right value metric can be one of the biggest challenges of quantitative value investing. Although the Price/Book is the most widely used value metric, its struggles in recent years and valid concerns that have been raised about its viability in a world dominated by intangible assets have led many to question whether it still works. But the other widely used value metrics also have their own problems. Β In this week's episode, we discuss the benefits of using a value composite and how it can enhance the risk/return profile of a value strategy.Β
ABOUT TH...