Financing

1 factors in this family

Financing

Cumulative returns (overlay)

ChShrout 0.90 1.00 1.10 1.20 1.30 2011-01 2014-11 2018-09 2022-07 2026-04

Members

Factor Name Direction Sharpe t-stat Hit rate Cumulative Months
ChShrout Change in Shares Outstanding lower_expected_return 0.13 0.50 53.8% 1.11 184

Back to Factor library · Factor returns.