CMA (Conservative Minus Aggressive)
GPTKB entity
Statements (17)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
asset pricing factor
equity factor |
| gptkbp:capturedBy |
investment effect in stock returns
|
| gptkbp:component |
gptkb:Fama-French_Five-Factor_Model
|
| gptkbp:contrastsWith |
firms with low asset growth and high asset growth
|
| gptkbp:dataSource |
Kenneth French Data Library
|
| https://www.w3.org/2000/01/rdf-schema#label |
CMA (Conservative Minus Aggressive)
|
| gptkbp:introduced |
gptkb:Fama-French_Five-Factor_Model
|
| gptkbp:measures |
difference in returns between firms with conservative and aggressive investment policies
|
| gptkbp:publishedIn |
2015 Fama and French paper
|
| gptkbp:relatedTo |
gptkb:RMW_(Robust_Minus_Weak)
|
| gptkbp:stockSymbol |
gptkb:CMA
|
| gptkbp:usedBy |
academic researchers
quantitative investors |
| gptkbp:usedIn |
asset pricing models
|
| gptkbp:bfsParent |
gptkb:SMB_(Small_Minus_Big)
|
| gptkbp:bfsLayer |
7
|