Understanding Investments (2/24)

2. ‘How investors Make money’ from the Great course lecture.

What I learned in 2nd lecture is simple, ‘We can’t beat the market’

Every investors dream is ‘beating the market’, getting more return that the market does. Here are 2 big questions,

Can anyone beat the market?

If we can beat the market, how do we do it?

Professors and investors have been arguing about these questions for decades.

For the investment, the ultimate source of any investment advantage is information.

1. Material information ; Highly desirable and profitable information that affects the market price of an assets when it’s revealed to the market. (for example, the information about new trade, order)

2 Private information : Information that is known only to a few people and isn’t widely distributed or shared. Private information is not inside information usually combines observation with analysis. (for example, With accumulation the information about the company, we can have private information. Everyone can know that information via media, but we need to observe and analyze. )

If you understand information, this is most important theory in 2nd lecture.

Efficient Market Hypothesis (EMH) : An economic theory that suggests that market prices fully incorporated information that is known now and that new information is incorporated very quickly into the market. 

Do you agree this hypothesis? It depends on you. We have 3 different version of EMH base on its efficiency.

1, Weak EMH – EMH is correct with respect to past financial prices. Not efficient. 

2. Semi strong EMH – The current market prices reflect on all publicly available material information. Efficient

3. Strong EMH – The current market prices incorporate all material information whether it’s publicly available or private. Very efficient

No matter what you believe about market efficiency, If you think that market is efficient, you can buy buy your own slice of the entire market. (I will tell you later) On the other hand,  If you think that market is inefficient, you may get a higher return than market, but you need to put in the time and effort to know what market prices are right. We can build up private information and may beat the market.

I recommend the strong EMH at first anyway, especially for novice investors.

I just believe semi-strong EMH, I mainly aim to buy the slice of the entire market because I could not find anytime to compare to professorial. If I can accumulate the private information, I will buy something. But this is not main strategy. I would like to spend more time to live my life, with family, and science. You can not beat the market without any effort.