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MI244: Mastering Factor Investing w/ Wes Crill

The Intrinsic Value Podcast - The Investor’s Podcast Network

CHAPTER

Is This a Good Investment?

I looked at the factor premiums, the loadings of dimensional versus some of the other passive ones like Vanguard's or iShares. The factor loadings are higher for dimensional funds and so that was another thing that I noticed about the active strategy versus a passive one. We think it's pretty sensible to make a case for size value and profitability premiums because they're telling you something again about how much you're payingor what you expect to receive.

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