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

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.

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, ...

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