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.
Quantitative Finance · Begrippenlijst
Wat is Profitability factor, quality factor?
Ook bekend als: profitability factor · quality factor