Fama/ French Five-Factor Equity Model

In 2014, Eugene Fama and Ken French released a paper that addresses factors uncovered in their original research from 20 years prior: Investment and Operating Profitability. Momentum and Low Volatility, two common risk factors for many practitioners today, were left out of the equation. Read their paper and see the results from 50 years of test data.
September 12, 2014