S&P 500—|Nasdaq 100—|Dow 30—|Russell 2000—|Gold—|20+ Yr Bonds—|Real Estate—|Intl Dev—|Emerging Mkt—|Tech—|Financials—|Energy—|Healthcare—|
S&P 500—|Nasdaq 100—|Dow 30—|Russell 2000—|Gold—|20+ Yr Bonds—|Real Estate—|Intl Dev—|Emerging Mkt—|Tech—|Financials—|Energy—|Healthcare—|
Factor Classification
A systematic map of equity style factors — definitions, descriptors and classic academic proxies — built on a framework of 8 factor groups × 16 style factors.
Book-to-Price
The classic value measure: how cheap a company’s net assets are relative to its market price — the core construction variable of the HML factor.
Underlying descriptors(1)
book value / price
Classic academic proxy:HML· research this series directly in the Factor Library and Factor Regression views
Factor Box
Six key equity risk-premium factors as horizontal exposure bars (bar = asset, dot = benchmark, z-score bands)
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About this framework
Factor classification systems give factor investing a "common language": a complete framework of 8 factor groups and 16 style factors, in which six key factors (value, size, momentum, quality, yield, low volatility) are regarded as the core dimensions of equity risk premia. Unlike the Fama-French academic factors (built for asset-pricing tests), such taxonomies serve portfolio risk decomposition, style attribution and practical communication — the two routes have long complemented each other in academia and industry.