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Writer's pictureDon Schreiber, Jr.

Investing Insights from Moneyball

At WBI, we ditch traditional investment management methods that often rely on emotional decision-making and the futile attempt to pick market winners. We are proud to be data-driven "geeks," confident that math provides not only the best answers but also clarity in a field often muddied by emotional biases.


The Moneyball Analogy


Our approach is analogous to the principles demonstrated in the film Moneyball, where the Oakland A’s baseball team used statistical analysis to assess player value and assemble a competitive team. The team’s success, fueled by their unconventional reliance on data over intuition, was transformative, even propelling them to the playoffs despite a limited budget. This analogy underscores the power of statistical consistency and data-driven strategies, a philosophy that we at WBI have adopted and refined for over 35 years.


In Moneyball, the Oakland A's targeted players with high on-base percentage (OBP) because this metric measured how frequently a player reached base, directly contributing to the team's ability to score runs and win games. By focusing on OBP, the A's identified undervalued players who consistently created scoring opportunities, aligning perfectly with their strategic goals.


Similarly, in the realm of investing, the WBI Power Factor Growth & Quality SMA focuses on quantitative analysis to identify stocks with strong free cash flow (FCF). Free cash flow represents the cash a company generates after accounting for capital expenditures, indicating the company's financial health and ability to generate additional revenue.

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WBI Power Factor Growth & Quality SMA Stock Screen -- Source: WBI Investments LLC

Just as OBP provided a consistent and predictive measure of a baseball player's value, FCF offers a reliable indicator of a company's operational efficiency and financial stability. By targeting stocks with robust FCF, we attempt to identify opportunities that can drive sustainable performance and returns.


Math-Based Portfolio Management


WBI embraces a quantitative approach to portfolio management. Our Power Factor® models employ rigorous data analysis to rank securities, stripping away emotional influences in favor of solid fundamentals and value characteristics. Whether you’re focused on value, growth, momentum, yield, or thematic investments, our models provide a disciplined framework for identifying optimal securities aligned with these specific investment styles.


We believe that focusing on strong free cash flow and other key metrics will help our portfolios perform well, especially in an environment where interest rates might remain higher for longer, as the Federal Reserve is expected to make only one rate cut in 2024. The Power Factor portfolio that leverages this approach is WBI Power Factor Growth & Quality. This strategy is designed to thrive in such conditions by targeting companies with strong financial health and robust growth potential.


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3-Year Return Metrics for WBI Power Factor Growth & Quality SMA -- Source: Morningstar Direct

Past performance does not guarantee future results. Indices are unmanaged and cannot be invested in directly. Data is composite performance, net of WBI's maximum investment management fee. Returns are annualized for periods of more than 1 year. See additional disclosures at the end of this material.


Once an investment style is chosen, our Power Factor security selection engine, which operates like a rules-based indexing methodology, efficiently ranks top investment opportunities based on their fundamentals and market trends. Our algorithms continuously monitor and adjust these selections, rebalancing portfolios quarterly to optimize consistency and enhance returns, free from emotional bias.

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Trailing Returns for WBI Power Factor Growth & Quality -- Source: Morningstar Direct

Past performance does not guarantee future results. Indices are unmanaged and cannot be invested in directly. Data is composite performance, net of WBI's maximum investment management fee. Returns are annualized for periods of more than 1 year. See additional disclosures at the end of this material.



Why gamble on market predictions when you can invest based on proven quantitative strategies? Experience the precision of WBI’s Power Factor series of SMAs, meticulously designed by Don Schreiber, Jr., the author of “All About Dividend Investing”. With WBI, you eliminate guesswork and emotional investing, with a rules-based quantitative process that leverages the power of fundamental analysis, paving the way for potentially stronger, more reliable returns.


Navigating Higher Interest Rates with Confidence


We believe that focusing on strong free cash flow and other key metrics will help our portfolios perform well, especially in an environment where interest rates might remain higher for longer, as the Federal Reserve is expected to make only one rate cut in 2024. The Power Factor portfolio that leverages this approach is WBI Power Factor Growth & Quality. This strategy is designed to thrive in such conditions by targeting companies with strong financial health and robust growth potential.


Just as the Oakland A's turned the baseball world on its head with their data-driven methods, WBI is transforming investment management by harnessing the power of quantitative analysis to achieve statistical consistency and robust performance. In addition to our The WBI Power Factor Growth & Quality SMA, we offer other strategies focused on value, rising dividends, high dividends, growth and momentum, and more, ensuring a tailored approach to meet diverse investment needs.





Disclosure


Past performance is not indicative of future results. This is not an offer to buy or sell any security. No security or strategy, including those referred to directly or indirectly, is suitable for all accounts or profitable all the time. This information is compiled from sources believed to be reliable, but accuracy cannot be guaranteed. You should not assume that any discussion or information provided here serves as a substitute for personalized investment advice from WBI or any other investment professional. If you have questions regarding the applicability of specific issues discussed to your individual situation, please consult with WBI or your chosen professional advisor. Additional information about WBI’s advisory operations, services, conflicts of interest and fees are in the Form ADV, which is available upon request or on the SEC’s website at http://www.adviserinfo.sec.gov. WBI is a registered investment adviser. Registration of an Investment Adviser does not imply any level of skill or training.


The process by which securities are selected and assets are allocated within WBI Power Factor SMA strategies will typically occur no more frequently than quarterly, which may cause accounts invested at different times during a quarter to reflect implementation of the strategies on a different basis than other accounts managed to the same or a similar strategy. The Power Factor SMA strategies implement a Smart Beta approach, which uses alternative index construction rules that weight securities based on measures such as volatility or dividends, rather than market capitalization. Client accounts may invest in and hold securities which are declining in value for an extended period of time, typically without taking a temporary defensive position, as part of the normal operation of the investment strategy.


Gross of Fee Performance excludes the effects of WBI’s investment management fee, third-party solicitor/advisor fees, custodial charges, and custodian platform charges, but is net of applicable account transaction charges and the separate fees assessed directly by each unaffiliated mutual fund holding (including ETFs) that was included in each Portfolio. Net of Fee Performance is net of WBI’s maximum investment management fees. This model fee approach consists of netting down 100 bps from gross returns on a monthly basis. The actual, annual investment management fee rate charged shall vary (typically between 75 bps and 100 bps, but no more than 100 bps) depending upon the market value of assets under management and the specific type of investment management services to be rendered.


Indices are unmanaged and may not be invested in directly. Indices used to benchmark performance do not reflect the deduction of transaction and custodial charges or investment management fees, which would reduce performance results. Because the strategy involves active management of a potentially wide range of assets, no widely recognized benchmark is likely to represent performance of any managed account. WBI managed accounts may own assets and follow investment strategies which cause them to differ materially from the composition and performance of the benchmarks shown.


© 2024 Morningstar, Inc. All rights reserved. The information contained herein: (1) is proprietary to Morningstar and/or its content providers;(2) may not be copied or distributed; and (3) is not warranted to be accurate, complete, or timely. Neither Morningstar nor its content providers are responsible for any damages or losses arising from any use of this information.

 

Except where otherwise indicated, the information contained in this presentation is based on matters as they exist as of the date of preparation of such material and not as of the date of distribution or any future date. Recipients should not rely solely on this material in making any future investment decision. 

Certain information contained herein constitutes "forward-looking statements," which can be identified by the use of forward-looking terminology such as "may," "will," "should," "expect," "anticipate," "project," "estimate," "intend," "continue," or "believe," or the negatives thereof or other variations thereon or comparable terminology. Due to various risks and uncertainties, actual events, results or actual performance may differ materially from those reflected or contemplated in such forward-looking statements. Nothing contained herein may be relied upon as a guarantee, promise, assurance or a representation as to the future.


Other strategies may have different results.


You are not permitted to publish, transmit, or otherwise reproduce this information, in whole or in part, in any format to any third party without the express written consent of WBI Investments, LLC.

 

© 2024 WBI Investments, LLC


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Unless otherwise indicated all performance is sourced from Bloomberg.

Disclosure

The views presented are those of the authors and webinar or podcast hosts/participants, and should not be construed as investment advice. The authors, podcast participants, webinar hosts, or clients of WBI Investments, LLC (WBI) may own stock discussed in these insights. WBl is an investment adviser in New Jersey. WBl is registered with the Securities and Exchange Commission (SEC). Registration of an investment adviser does not imply any specific level of skill or training and does not constitute an endorsement of the firm by the Commission. WBl only transacts business in states in which it is properly registered or is excluded or exempted from registration. A copy of WBI's current written disclosure brochure filed with the SEC which discusses among other things, WBI's business practices, services and fees, is available through the SEC's website at: www.adviserinfo.sec.gov. This site contains links to third-party websites. WBl does not endorse, approve, certify, or control these websites and does not assume responsibility for the accuracy, completeness, or timeliness of the information located there. Your access to and use of such websites is governed by the terms of use and privacy policies of those sites, and shall be at your own risk. WBI disclaims responsibility for the privacy policies and customer information practices of third-party internet websites.

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