Yes and no, 係就算 accounted for高啲嘅風險(beta)都仲係解釋唔哂某啲股票嘅超額回報,所以先用 factor
千祈唔好買2024-05-17 19:49:16
多謝巴打解答
津路茶2024-05-17 19:49:35
大波幅不一定有risk premium
有risk premium 就一定大波幅
千祈唔好買2024-05-17 19:49:55
多謝巴打解答
HEDGEFUNDIE信徒2024-05-17 20:40:23
Thanks巴打,我返工再睇
夏日時光2024-05-17 20:58:09
冇得買碎股
建唔建議買SPLG
HEDGEFUNDIE信徒2024-05-17 20:58:17
律路荼巴打講得岩,係因為 inefficient
都係嘔返d背書野:例如value premium係錯誤訂價造成
Value stock係high book-to-market ,側係 under value既 stock,呢d stock通常都係平d,相反low BtM就係 over value,通常都貴d,呢d over value既stock係市場對佢有好大expectation,所以d人會一窩鋒咁去買,令個market price好高(mispricing),當d人發現佢meet唔到大眾既expectation就會67,果時value stock就會outperform