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IDTitle of StrategyPeriod of RebalancingMarkets TradedIndicative PerformanceVolatilityKeywords
26Value (Book-to-Market) FactorMonthlyequities3.6%12.02%factor investing, fundamental analysis, smart beta, stock picking, value
33Post-Earnings Announcement EffectQuarterlyequities15% earnings announcement, equity long short, factor investing, fundamental analysis, smart beta, stock picking
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36Net Payout Yield EffectYearlyequities22.13% factor investing, fundamental analysis, smart beta, stock picking, value
37Net Current Asset Value EffectYearlyequities31.19% factor investing, fundamental analysis, smart beta, stock picking, value
38Accrual AnomalyYearlyequities7.5%10.26%accruals effect, equity long short, factor investing, fundamental analysis, smart beta, stock picking
52Asset Growth EffectYearlyequities20.84%14.07%equity long short, factor investing, fundamental analysis, smart beta, stock picking
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122Momentum Factor Combined with Asset Growth EffectMonthlyequities16.77%13.84%equity long short, factor investing, fundamental analysis, momentum, momentum in stocks, smart beta, stock picking
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130Investment FactorYearlyequities3.54% equity long short, factor investing, fundamental analysis, smart beta, stock picking
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