How to Beat the S&P 500: The Fama-French 5-Factor Model скачать в хорошем качестве

How to Beat the S&P 500: The Fama-French 5-Factor Model

Discover the "hidden code" of the stock market that explains 95% of portfolio returns and why the old rules of investing are broken. For decades, investors relied on a flawed map. The old model (CAPM) left 30% of market movements as a total mystery. But in 1993, two researchers cracked the code. If you want to understand why some stocks soar while others crash—and how to position yourself for the massive "Value" comeback happening right now—you need to understand the 5 Factors. IN THIS VIDEO: 0:00 The "Hidden Code" of the Market 0:18 Why the Old Map (CAPM) Failed 0:57 The CAPM Anomaly: Risk vs. Reality 1:35 The 3-Factor Solution (Fama & French) 2:12 Factor 2: The Size Premium (Small vs. Big) 2:30 Factor 3: The Value Premium (HML) 3:01 Evolution: The 5-Factor Model Explained 3:20 Factor 4: Profitability (Quality Check) 3:39 Factor 5: Investment Style (Conservative Wins) 3:56 Criticisms: Is It Real or Data Mining? 5:02 The 2025 Comeback: Value Returns 6:14 How to Build a Better Portfolio WHAT YOU WILL LEARN: We break down the evolution of asset pricing, from the Capital Asset Pricing Model (CAPM) to the revolutionary Fama-French 3-Factor and 5-Factor models. You'll learn why Small-Cap and Value stocks historically outperform, the role of Profitability and Investment factors, and why the recent "death of value investing" was a myth. The "Value" Rotation: We also analyze the recent data showing International Value funds outperforming the S&P 500 by nearly 18%, validating the patience required for factor investing. 🗣️ LET'S DISCUSS: Do you allocate your portfolio based on Factors (Value, Size, Quality), or do you stick to a standard S&P 500 index? Let me know in the comments! #FamaFrench #FactorInvesting #StockMarket #ValueInvesting #FinanceTheory #AssetAllocation #SmartBeta #InvestingStrategy #CAPM #QuantTrading