Tous les livres

Professionnel

Applis À propos Coach Connexion Commencer la lecture

Quantitative Finance · Glossaire

Qu'est-ce que « Profitability factor, quality factor » ?

Aussi appelé : profitability factor · quality factor

Definition 6.2 Strategies I: Equities and Futures · Chapitre 6 — Value, Quality and Low Risk

A profitability factor is long stocks of firms with high profitability (gross profits or operating profits over assets or book equity) and short those with low profitability. A quality factor generalises it to a composite of characteristics investors should pay more for, such as profitability, growth and safety.

Lire dans le chapitre →