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The value-growth spread Explained - Value is short tech

Interesting perspective. I skipped the “machine learning” aspects, but they are saying that value funds contain very little new tech companies, very little FAANG+M stocks.
https://sparklinecapital.files.wordpress.com/2020/08/sparkline_value_investing.pdf
Executive Summary
Value investing has a long and distinguished pedigree but is currently in a deep thirteen-year drawdown. We believe this is because value has rotated into a massive losing bet against technological disruption.
*****
...look at the companies you actually get when you buy a value portfolio. Exhibit 4 shows the sector composition of Russell 1000 Value and Growth....Value investors are making an epic 34.7% short bet against the technology sector. Moreover, this bet is more than fully explained by their underweight to the FAANG+M companies. Value has a meager 1.4% position in FAANG+M compared to Growth’s 39.4%. Not only are value investors short tech, but they are short Big Tech. And in a big way. Once we neutralize its anti-disruption bet, we find that value’s lost decade disappears. Value’s drawdown is fully explained by its big bet against disruption.

Buffett gradually evolved his approach beyond that of his mentor. With the help of his partner, Charlie Munger, he realized that Graham’s “cigar-butt” investment style was neither scalable nor sustainable. Meanwhile, the economy was evolving, marked by the rise of the great American consumer brands, such as Coca-Cola, which enjoyed loyal customers and wide moats. Buffett embraced a more holistic focus on brand and management quality. His new blueprint: “Forget what you know about buying fair businesses at wonderful prices; instead, buy wonderful businesses at fair prices.”

Conclusion
Value investing has rotated into a massive bet against technological disruption. This position cuts across diverse industries but can be isolated using machine learning. The anti-tech bet explains value’s ongoing drawdown. We suggest that value investors evolve their framework to accommodate the rising role of technology in our economy. Meanwhile, we believe allocators must invest in developing an informed view on technological trends in order to truly underwrite their value managers.
This concurs with my opinion that big tech is flying towards the sun and if we wait long enough it will crash back to earth. And the Liz Ann Sonders piece Charles referenced recently.

href="http://"https://advisorservices.schwab.com/content/high-hopes-sp-500-hits-all-time-high-amid-pandemicrecession

Comments

  • Many of them seem susceptible to slow-moving changes in the regulatory environment, trade war, and/or sudden changes in fashion.

    None of them make anything that feeds me, cleans me, moves me, shelters me, or provides physical comfort.

    The only reason Buffet stopped investing in cigar butts was because he had too much money to invest. Dinky linky.
    My cigar-butt strategy worked very well while I was managing small sums. Indeed, the many dozens of free puffs I obtained in the 1950s made that decade by far the best of my life for both relative and absolute investment performance.
    Most of us won't face that problem investing in mutual funds.
  • It should be noted that 40% of BRKB is invested in Apple while the rest is value stocks. Buffet still has lots of cash to deploy. His recent investment in Japan is refreshing.
  • Sven said:

    It should be noted that 40% of BRKB is invested in Apple while the rest is value stocks. Buffet still has lots of cash to deploy. His recent investment in Japan is refreshing.

    Apple seems ripe for regulatory and trade war issues. The spat over Fortnite will be interesting to follow. Climb the corporate ladder of ownership and looks like it leads to AT&T.

    Things won't necessarily get better with China if there's a change in administration. It's hard not to notice the way they're treating Australia.
  • For sure that is something to watch out for. Reduced growth funds several weeks ago so to lessen FAANG stocks exposure.

    Going forward trade war will likely get uglier as China flexes their influence. Unfortunately that is the downside of globalization.

    Buffett turned 90 years old. It seems his successors are making more of key changes. Still he holds lots of financial.
  • edited September 2020
    Since value investing with metrics on a quantitative level is rather mechanical, I'm not sure it's fair to say it's "short tech." If tech were priced differently on a number of different valuation metrics, value funds would own more of it. It is not a bet against technology to leave tech out based purely on valuation.
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