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Matthias Mirwald's avatar

The Bessembinder study illustrates a key ingredient of the relative success of passive over active investing: if you buy and hold "the market" you (per definition) also buy and hold the 4% big winners wheras as an active investor you might miss those 4% of stocks that generate all the profits.

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Critical Conditions's avatar

An intriguing post. I downloaded the study and am reading it now. My preliminary thoughts:

Saying that ~100-year returns of most stocks are less than those of 1-month treasuries is not nuanced enough and is akin to saying a lake is 1 meter deep on average. But there are areas with 20cm of water and those with 10 meters. One has to own stocks at certain stages of their lifecycle - ideally, growth and preferably not stagnation and decline. Buy and hold "forever" is rarely the best idea because nothing grows forever. At some point, returns start coming mainly from buybacks and dividends rather than earnings growth; the multiple shrinks and share prices stagnate. Plus the longer the holding period, the greater, it seems to me, the risk of disruption and obsolescence.

So one does not have to find the elusive 4% that outperformed during a very long period, longer than most people's lifetimes. One needs to find some stocks that outperform for 5, 10, 15 or 20 years. I have a feeling there are many more of those than 4%.

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