Sharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 18 April 2026
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Ivanka Trump and Treasury Secretary Steven Mnuchin both press the case for GOP tax legislation as economic relief for the middle-class without substantial t
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Stock Synopsis: ESG value and momentum stock market portfolio strategies Since 2013, we have been delving into the broad topics of ESG (Environmental, So
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Many U.S. large public corporations spend their tax cuts on new dividend payout and share buyback but not on new job creation and R&D innovation. These
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Our proprietary alpha investment model outperforms most stock market indices from 2017 to 2022. As of early-January 2023, the U.S. Patent and Trademark O
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The Economist Intelligence Unit (EIU) continues to track major business risks in light of volatile stock markets, elections, and geopolitics. EIU monitors g
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Dow Jones tumbles 3% or 831 points while NASDAQ tanks 4%, and this negative investor sentiment rips through most European and Asian stock markets in early-O