The empirical research (for example, here, here, here and here) on insider trading demonstrates that insider transactions have significant predictive power for future stock returns as they reveal helpful information that may affect the price of stocks.
Don't believe either uses that, they do use profitability metrics, bit different from each other (but highly correlated) with Avantis I believe having more profitability exposure
Shareholder yield strategy takes advantage of this right? I know Cambria takes share repurchase into account in their funds. Does Avantis and Dimensional do the same ?
Don't believe either uses that, they do use profitability metrics, bit different from each other (but highly correlated) with Avantis I believe having more profitability exposure
Shareholder yield strategy takes advantage of this right? I know Cambria takes share repurchase into account in their funds. Does Avantis and Dimensional do the same ?