Learn about the Fama French Three Factor Model, its formula, and how it enhances portfolio analysis by incorporating size and ...

The empirical findings are that a two-factor model, augmenting the market portfolio by the Morgan Stanley Capital International (MSCI), outperforms both a single-factor model (the market model, ...

Factor investing is built on the premise that targeting specific characteristics of stocks can lead to market-beating returns. In 1993, Eugene Fama and Kenneth French developed the three-factor model.

FLQL implements a strategy combining quality, value and momentum factors in the Russell 1000. Read why FLQL ETF is a Hold.