Tag: small cap premium

  • A Rough Quarter-to-Date for Equities Brings Forth Higher Expected Returns

    (As of Nov. 6, 2023) October 2023 was a rough month for investment returns, with asset class returns in these ranges (as implemented via Dimensional Funds Advisors’ mutual funds and ETFs):             U.S. Large Company stocks:                               – 1.6% to -4.2%, approximately U.S. Small Company stocks:                               – 4.8% to -6.5%, approximately             Foreign Developed Markets Small…

  • Exploring the Size (Small Cap) Factor

    In a previous blog post, I previewed several “factors” – characteristics of stocks – that can be utilized in portfolio construction to seek to improve equity (stock) returns over long periods of time (10-20 years) with a high degree of probability. This month I explore the “size factor” – also known as the small cap…