Valuing factors can be a confusing process. Not only are there are different factors to look at, there are also many ways to define them and a variety of different approaches to look at their valuation. In this episode, we look at what factor valuation can tell us and examine our process for valuing factors in detail. We also look at the current valuation of all the major factors.

We hope you enjoy the discussion.

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Excess Returns is an investing podcast hosted by Jack Forehand (@practicalquant) and Justin Carbonneau (@jjcarbonneau), partners at Validea. Justin and Jack discuss a wide range of investing topics including factor investing, value investing, momentum investing, multi-factor investing, trend following, market valuation and more with the goal of helping those who watch and listen become better long term investors.

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