Original KCR Logo Blue
Original KCR Logo White


April 14, 2020

Home/White Paper
Search Results
Short Sellers’ Low Quality Signal (LQS) – A Loss Avoidance Aid for Short Sellers of Low Quality Firms
July 15, 2019
Introduction to LQS: A Safety Mechanism to Help Protect Short Sellers of Low Quality Firms Low Quality Signal (LQS) Ch…
Value & Momentum Drawdowns – The Slow Bleed vs. The High Speed
June 30, 2016
Introduction: The vicissitudes and vagaries of value and momentum strategies; evaluating when strategies underperform …
Introducing the Kailash Large Cap Rankings Tool
June 3, 2015
Introduction Features Differences from Other Kailash products Performance Conclusions Exhibits Appendix: User’s Manual…
The Dividend Deception Part III – The Role of Dividend Growth in Equity Returns
March 10, 2014
Introduction Dissecting Dividend Payers Ranking Models Pick Winners Conclusions Exhibit A Exhibit B Appendix   …
The Dividend Deception Part II – A Call for Active Management
January 10, 2014
•     Introduction: The Middle 50% Offer Better Opportunities •     Dissecting Dividend Payers o     History o     Cash…
The Dividend Deception – Understanding the Consequences of Cash Returns
January 9, 2014
•     Introduction: Low Volatility Redux •     Dissecting Dividend Payers o     History o     Cash o     Current Yield …
Identifying Accounting and Earnings Manipulators – Fundamental Information’s Role in Locating Earnings Manipulation
October 7, 2013
The Accruals Anomaly A Fundamental Framework The Terrible 23 Toolbox Teacher Appendix “The results indicate that ear…
Activism Lite: A Case for Meeting Management, Part I The Role of Reductions in Debt on Equity Returns
February 8, 2013
Introduction: A Nod to the Academics Deleveraging & Excess Returns How Debt Reduction Works Valuation and Delevera…
Activism Lite: A Case for Meeting Management, Part II
February 8, 2013
Prior Management Behavior & Outcomes Momentum, Credit Quality & Size, Helping Identify Future Outperformers …
Understanding the Value of Low Volatility
November 26, 2012
Low Volatility, Attention & Asset Growth The Facts Regarding Excess Returns Low Volatility’s Four Flagship Factors…
The Persistence of Profits – The Quality Conundrum, Part I
July 18, 2012
Relentless ROEs? Economic Gravity Reigns Supreme ROEs Reconsidered High and Low ROE Companies Experience Meaningful Re…
The Siren Song of Growth – Why Investors Willfully Set Sail for the Rocks
March 26, 2012
Beguiled by Mephistopheles’ Smile: the Crux of It All The Myth of Low PEG SAGE Prunes the Left Tail Macro Consideratio…

Go to Top