Compound Your Knowledge: Size & Value

The Alpha Architect Round Up

In today’s video, we examine two posts from last week. First, we examine Wes’ post on the Size factor. Second, we examine a paper by Tommi examining the distribution of Size and Value returns over various time horizons. Article Links: Is There a Size Effect in the Stock Market? https://alphaarchitect.com/2019/02/14/is-there-a-size-effect-in-the-stock-market/ How Risky are the Value and Size Premiums? Part 2/2 of Volatility Lessons https://alphaarchitect.com/2019/02/11/how-risky-are-the-value-and-size-premiums-part-2-2-of-volatility-lessons/