Valuation

1 factors in this family

Valuation

Cumulative returns (overlay)

AM 0.51 0.68 0.84 1.00 1.16 2010-04 2014-04 2018-04 2022-04 2026-04

Members

Factor Name Direction Sharpe t-stat Hit rate Cumulative Months
AM Asset-to-Market higher_expected_return 0.04 0.18 48.2% 0.82 193

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