Talk:Momentum index returns

finiki has a number of investment styles which may match the newer wiki index pages.


 * Momentum indexes: finiki:Momentum Investing
 * Beta index returns: finiki:Low Beta Investing

I don't know if Low Volatility Index returns aligns with any of finiki's investment styles. finiki:Category:Investment Styles might be of use.

Would it be helpful to link from finiki back to any of the above pages? --LadyGeek 20:26, 31 January 2013 (CST)


 * I linked the finiki low beta page in the low volatility page. Since U.S beta index funds only offer access to high beta indexes, the finiki link is not as good of a fit on the beta index page. Regarding momentum, will have to read over the academic and practicioner research before offering a pros and cons type of summary.

--Blbarnitz 21:17, 31 January 2013 (CST)

Broken links
I have fixed most of the broken links, but was unable to find fact sheets for the Russell-Axioma US Large Cap High Momentum Index and Russell-Axioma US Small Cap High Momentum Index. The URLs are instead redirected to the FTSE Russell home page. These fact sheets are used as data sources for the Russell-Axioma momentum index returns spreadsheets. Is there another website that lists these factsheets?


 * Here is the link to FTSE-Russell Axioma indexes:Russell-Axioma Factor Indexes --Blbarnitz 06:57, 20 January 2016 (EST)


 * Russell-Axioma US Large Cap High Momentum Index and Russell-Axioma US Small Cap High Momentum Index are not listed. Instead, I see Russell 2000 High Momentum and Russell 1000® High Momentum. Are they the same indexes? --LadyGeek 20:14, 20 January 2016 (EST)
 * The indexes are the same. --Blbarnitz 15:08, 21 January 2016 (EST)

The citation in Momentum index returns is broken (Momentum Overview, AQR). It's also used as a data source for ''Table. US indexes and Table. International index''. Could it be replaced with: AQR Momentum Indices, Monthly? --LadyGeek 21:57, 19 January 2016 (EST)

Conflict of definitions?
From: Factor Exposure Indices – Momentum Factor, London Stock Exchange Group companies, 2015. 

Definition:
 * Momentum is typically defined as the cumulative stock return over some prior time frame ignoring the most recent period of performance.

This is in conflict with the current definition:
 * Momentum in academic finance is defined as the return of stocks that have outperformed in the recent past (typically one year) minus the return of stocks that have underperformed.

--LadyGeek 21:57, 19 January 2016 (EST)
 * The current definition is common language for the academic technical definition. Technically it is rendered:

Momentum (UMD) in academic finance is defined as a zero-cost portfolio that is long previous 12-month return winners and short previous 12-month loser stocks.

From Wikipedia Carhart four-factor model

--Blbarnitz 06:49, 20 January 2016 (EST)

General cleanup for readability needed?
I've tried a couple of times to read through the article but it strikes me as just a collection of thoughts/data rather than a cohesive article. Has anyone else tried reading it from top to bottom and come away with an understanding of it? For example, the lead-in section doesn't really introduce the main content of the article, is likely missing a citation about which academic research. Perhaps the Momentum section needs to be combined into the lead-in section? Another example, there are a number of places that mention things in registration, but they date from 2013, so shouldn't registration have been completed and the funds actually exist now? It would also appear there are a number of instances where other wiki articles could be linked: indexing, index fund and rebalancing immediately stick out to me. Unfortunately I don't know enough about the subject, so I don't have a feel for how to improve it. --Peculiar Investor 15:27, 22 January 2016 (EST)