Factor return
Factor return - Definition The statistical context factor return refers to the return on Investment contributed by one particular factor. Asset returns are segregated into common factor components, based on the asset's exposures to common factors multiplied by the factor returns,
What is Factor return?
Factor return - Definition The statistical context factor return refers to the return on Investment contributed by one particular factor. Asset returns are segregated into common factor components, based on the asset’s exposures to common factors multiplied by the factor returns,
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