Fama-French 6-Factor Model based Alpha Extraction (NASDAQ 100)
분석을 진행 중입니다... 약 30초 정도 소요될 수 있습니다.
Annualized Return
-
Sharpe Ratio
-
Volatility
-
Outperformance
-
Backtest: Factor Portfolio vs Benchmark
Top 10 Selected Stocks
Ticker
Score
Action
Selected based on Fama-French 6-factor exposures (Market, Size, Value, Profitability, Investment, and
Momentum) and Alpha. The score represents the aggregate factor exposure.