Shareholder Yield
1 factors in this family
Shareholder Yield
Cumulative returns (overlay)
Members
| Factor | Name | Direction | Sharpe | t-stat | Hit rate | Cumulative | Months |
|---|---|---|---|---|---|---|---|
| DivYield | Dividend Yield | higher_expected_return | 0.08 | 0.33 | 48.5% | 1.05 | 196 |
Back to Factor library · Factor returns.