https://youtu.be/mZEYfyXJrGc?si=2XtfEHyBeiUWuK_y

Market returns vs individual stocks

Power laws apply to public company stocks as much as VC investments

  • Majority of stocks underperform the market

  • Outsized returns from few companies

  • Same effect observed in international equities: few strong winners driving market returns (even more strongly than in the US)

Which companies with outsized returns?

Predictive power:

  • younger firms
  • firms with rapid asset growth and cash growth
  • rapid income growth was the most predictive

Best strategy: diversification

  • incredibly difficult to pick the few winners
  • this confirms the need for diversification
  • ”own the market” to capture outsized returns of a few winners

Geographic diversification as well

  • US market had an incredibly good run
  • remember to diversify also geographically
  • consider dividend-paying global stock indices

Rebalancing

  • much of what has been written is overly simplistic

  • it’s the opposite of momentum, it’s a contrarian strategy

  • still very positive, restores diversification

  • when diversifying, the best approach is to consider fundamentals instead of fixed % of portfolio

See also