What podcasts say about Lance Humphrey
Every statement, with the speaker, the exact quote and the moment it was said.
What Lance Humphrey has said on podcasts
19 statements · 11 positive · 8 neutral
Combining value and momentum may smooth weaknesses in each factor.
“putting them together simultaneously, is to maybe help smooth out some of those rough edges”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 4:56
The strategy measures value using three valuation metrics.
“we're simply trying to take three valuation metrics”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 6:05
The strategy uses six- and twelve-month momentum signals.
“we are looking for six and 12 month momentum”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 6:30
The strategy averages valuation and momentum scores equally.
“those two numbers are averaged together”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 7:09
Combining value with momentum lowers portfolio turnover.
“By combining the two, you certainly lower the turnover.”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 7:47
The strategy selects the top 25% by combined value-momentum score.
“we take the top 25% of the universe based on that combined value momentum score”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 8:14
Value and momentum factors work across different markets.
“we do see that they work well across different markets”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 9:45
Value and momentum signals can strengthen outside U.S. large-cap stocks.
“these signals sometimes are magnified. as you kind of move away from US large cap”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 9:50
Stocks combining strong valuation and momentum outperformed momentum-only stocks.
“the stocks that had a strong valuation along with that momentum, we're faring much better than momentum alone”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 11:44
Momentum has strongly resurged as an investment factor in recent years.
“there's been a really strong resurgence in momentum as a factor”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 13:00
Price momentum is highly correlated with improving business momentum.
“there's a very high correlation in price momentum relative to business momentum”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 15:16
Investors should systematically exit positions when momentum reverses.
“I think it's important to be systematic in exiting that trade.”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 16:41
Rapidly improving fundamentals can make high-momentum semiconductor stocks look attractively valued.
“they do have very strong momentum, but because the fundamentals are moving at such a rapid pace, it's making the valuation look decently attractive as well”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 18:06
The products follow combined value-momentum metrics without qualitative overrides.
“we are strictly following the index based off of those combined metrics”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 20:04
The core strategy holds the top quarter of its investment universe.
“we take a quarter of the universe, so 25%”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 21:00
The strategy evaluates factor metrics relative to each stock’s sector.
“those are all done relative to a stock's own sector”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 22:14
Sector-neutral scoring limits concentration in any single sector.
“The sector neutrality component of the scoring prevents it from being overly concentrated in one sector.”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 23:26
The strategy allocates equal weight to value and momentum.
“In our case, value, momentum are 50-50 each.”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 24:24
Combining value and momentum helps reduce their individual drawdowns.
“by putting them together you do help smooth out some of those drawdowns that each could produce on their own”
Open the episode · Talk Your Book: The Case for Value and MomentumListen at 26:26
Statements are attributed to the speaker as said on the episode and reflect their view at the time, not PodLume's. They are not advice.