AssetsYoY
Total Assets Growth — Cooper Gulen and Schill 2008
Investment
Quick facts
| Factor ID | AssetsYoY |
| Display name | Total Assets Growth |
| Family | Predictor |
| Category | Investment |
| Direction | lower_expected_return |
| Status | supported |
| Paper | Cooper Gulen and Schill 2008 |
| Source tables | — |
| Required fields | — |
| PIT required | yes |
| Coverage | 2010-04-27 – 2026-05-15 · 678,388 rows · 99.0% of panel |
Formula
assets_yoy / 100
China adaptation
No adaptation note.
Direction-adjusted cumulative return
Return metrics
| Metric | Value |
|---|---|
| Months in sample | 193 |
| Monthly mean | -0.0187% |
| Monthly std | 2.4316% |
| Annualized Sharpe | -0.03 |
| t-stat (simple) | -0.11 |
| Hit rate (months > 0) | 51.3% |
| Last 12M compounded | -15.67% |
| Cumulative wealth (start = 1) | 0.911 |
Recent 12 months
| Month | L/S return | Cumulative | Names |
|---|---|---|---|
| 2025-05 | -0.64% | 1.074 | 5126 |
| 2025-06 | -1.40% | 1.059 | 5136 |
| 2025-07 | -2.85% | 1.028 | 5137 |
| 2025-08 | -3.39% | 0.994 | 5148 |
| 2025-09 | +2.41% | 1.017 | 5156 |
| 2025-10 | +4.59% | 1.064 | 5161 |
| 2025-11 | -4.98% | 1.011 | 5165 |
| 2025-12 | -3.04% | 0.980 | 5179 |
| 2026-01 | -0.89% | 0.972 | 5178 |
| 2026-02 | +1.22% | 0.983 | 5183 |
| 2026-03 | -5.88% | 0.926 | 5184 |
| 2026-04 | -1.55% | 0.911 | 5180 |
Known data issues
None recorded.
Notes
None recorded.
See also: Investment family, Factor library, Factor returns.