Excess Returns  cover image

An In Depth Look at Momentum Investing

Excess Returns

00:00

How to Find a High Momentum Stock?

One of the strategies that we extracted from an academic paper is a twin momentum, which basically combines price momentum and fundamental momentum. The more the momentum is sort of a straight line up, as opposed to big up and down fits and starts, the more predictive it is of the future. Another strategy was written by doctor westgray and jack vogell,. They found that momentum consistency was an important concept when looking for a high momentum stock.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app