Articles by Data-based investor

The performance of small value stocks in bear markets

April 21, 2020 | Data-based investor

If you have ever seen comparisons of investment returns with and without reinvested dividends, you know that the difference gets huge as the investment horizon increases. Wouldn't it be great you could achieve a similar increase in returns by altering your investment style? Small cap value stocks have historically achieved ...
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Predicting the next decade in the stock market

December 31, 2019 | Data-based investor

Making accurate predictions using the vast amount of data produced by the stock markets and the economy itself is difficult. In this post we will examine the performance of five different machine learning models and predict the future ten-year returns for the S&P 500 using state of the art libraries ...
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Mapping the stock market using self-organizing maps

August 6, 2018 | Data-based investor

Self-organizing maps are an unsupervised learning approach for visualizing multi-dimensional data in a two-dimensional plane. They are great for clustering and finding out correlations in the data. In this post we apply self-organizing maps on historical US stock market data to find out interesting correlations and clusters. We'll use data ...
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How likely is a stock market crash?

July 22, 2018 | Data-based investor

In this post we'll look at the odds of a stock market crash from the view point of valuation. We'll use my favorite valuation measure Shiller P/E or CAPE ratio, which is just like regular P/E except it's calculated by using earnings of the last ten yea...
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