| Alpha | Return a stock delivers over the risk-free rate & market return, calculated using the 1-year returns for a stock. |
|---|---|
| Dividend | A stock’s dividend yields |
| Momentum | Risk-adjusted momentum in a stock’s performance, calculated based on 6 month & 12 month momentum |
| Low volatility | Volatility in a stock’s return, calculated using deviations in price movement. |
| Quality | The company’s profitability, leverage, stability in earnings |
| Value | A stock’s valuations in terms of PE, PB, dividend yield, market cap to sales |