Small and mid-cap stocks have underperformed large-cap stocks for over a decade. Is now the time to increase your allocation?
Topics covered include:
- How big are small and mid-cap stocks
- How have small and mid-cap stocks performed relative to large-cap stocks
- How have active small and mid-cap managers performed relative to indexing options
- Are bigger IPOs contributing to small and mid-cap stocks underperformance
- How expensive or cheap are small-cap stocks relative to large-cap
- What is the capital asset pricing model and how do academics use it to identify outperforming factors
- How value, momentum, and quality drive small-cap stock outperformance
- How to invest in small and mid-cap stocks
Thanks to Policygenius for sponsoring the episode.
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Show Notes
The Morningstar Active/Passive Barometer)
Initial Public Offerings: Updated Statistics January 5, 2022, by Jay R. Ritter—Warrington College of Business, University of Florida)
The Nexus of Anomalies-Stock Returns-Asset Pricing Models: The International Evidence by Rahul Roy and Shijin Santhakumar)
The Cross-Section of Stock Returns before 1926 (And Beyond) by Guido Baltussen, Bart van Vliet, and Pim van Vliet)
Factor Timing: Keep It Simple by Michael Aked—Research Affiliates)
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