Jack Vogel

Alpha Architect

co-CIO

19 E. Eagle Road

Havertown, PA 19083

United States

http://alphaarchitect.com/

Villanova University

Instructor

Villanova, PA 19085

United States

  • Alpha Architect

    • Email
    • Tel: 215-882-9983

  • Villanova University

SCHOLARLY PAPERS

7

DOWNLOADS
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5

Scholarly Papers (7)

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1.

On the Performance of Cyclically Adjusted Valuation Measures

Number of pages: 18 Posted: 24 Sep 2013 Last Revised: 22 Oct 2013
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect
Downloads 5,186 (2,589)
Citation 1

Abstract:

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CAPE, Shiller P/E, long-term valuation metrics, value investing, market efficiency, abnormal returns

2.

Using Maximum Drawdowns to Capture Tail Risk

Number of pages: 22 Posted: 01 Mar 2013 Last Revised: 04 Mar 2013
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect
Downloads 2,076 (11,848)
Citation 6

Abstract:

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empirical asset pricing, max drawdown, tail-risk, anomalies

3.

Does Complexity Imply Value? AAII Value Strategies from 1963 to 2013

Number of pages: 26 Posted: 18 Oct 2014
Wesley R. Gray, Jack Vogel and Yang Xu
Alpha Architect, Alpha Architect and Alpha Architect
Downloads 1,821 (14,560)
Citation 1

Abstract:

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AAII, value investing, anomalies

4.

Long-Only Value Investing: Does Size Matter?

Number of pages: 29 Posted: 20 Apr 2022 Last Revised: 22 Sep 2022
Jack Vogel
Alpha Architect
Downloads 1,116 (30,378)

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Value investing, size investing, value anomaly

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Dividends, Share Repurchases, Share buy-backs, net-debt paydown, shareholder yield

6.

Why Do Enterprise Multiples Predict Expected Stock Returns?

The Journal of Portfolio Management November 2019, 46 (1) 123-138; DOI: https://doi.org/10.3905/jpm.2019.1.105
Posted: 05 Oct 2016 Last Revised: 15 Jan 2020
Steve Crawford, Wesley R. Gray and Jack Vogel
University of Houston, Alpha Architect and Alpha Architect

Abstract:

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Value Investing, Value Anomaly, Enterprise Multiples, Abnormal Returns, Market Efficiency

7.

Analyzing Valuation Measures: A Performance Horse-Race Over the Past 40 Years

Journalof Portfolio Management, Forthcoming
Posted: 13 Dec 2011 Last Revised: 01 Oct 2012
Wesley R. Gray and Jack Vogel
Alpha Architect and Alpha Architect

Abstract:

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enterprise multiple, price to earnings, price to book, free cash flow, gross profits, valuation metrics