In the last year, geopolitical risk has emerged as a significant short-term driver of volatility. Firms with high sensitivity to geopolitical risk do not have long-term returns statistically different ...

How well has Fama and French’s five-factor model explained returns over the decades? According to our analysis, only one factor has truly held up over all time periods. To gauge a factor’s performance ...

Will Kenton is an expert on the economy and investing laws and regulations. He previously held senior editorial roles at Investopedia and Kapitall Wire and holds a MA in Economics from The New School ...

Is the value factor dying? Even the finance legends who helped give birth to the quant strategy can’t tell for sure. In their latest study, Eugene Fama and Ken French calculate that the investing ...