Common factor


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Common factor

An element of return that influences many assets. According to multiple factor risk models, the factors determine correlations between asset returns. Common factors include size (often measured by market capitalization), valuation measures such as price to book value ratio and dividend yield, industries and risk indices.
References in periodicals archive ?
The common factors model may help practitioners address these quandaries by providing a coherent, accessible, and professionally consistent model.
An index of this magnitude indicates that the BSR(3) estimates rely rather strongly on the parameter estimates associated with the prior common factor model.
m = the number of variables for calculating common factors.
The study also seeks to compare its latent common factor model with the current practice of averaging individual states' coincident indicators.
I couldn't come up with a solution that didn't involve a common factor," he says.
They describe their view of understanding behavior and its relation to thoughts and feelings as the most basic common factor in effective psychosocial treatments, with subsequent sections detailing the concept in depth, reviewing current literature, its aspects and similarities to other concepts, developmental origins in attachment relationships, and neurobiological foundations; and covering clinical applications in trauma treatment, parent-child therapy, borderline personality disorder, psychoeducation, and violence prevention in social systems.
Most of the male members in my family died somewhere between 58 and 64 years of age, and yes most of them drank and smoked and probably were guilty of being poor, but they all shared one common factor - they were all born, lived and worked over the border, now known as Middlehaven.
Dr Nigel Carter, chief executive of the foundation, said: "Although the perception is that most people don't visit the dentist because either they can't afford it or they can't find an NHS dentist, the reality is that fear is a far more common factor.
Andrew Morse, defending, said: 'One simple common factor is the defendant's difficulties with alcohol.
You will no doubt notice the common factor running through all the countries who suffered under these attacks - not one of them had the capability of striking back at America
Health and environmental experts last night revealed they were looking for a common factor after it emerged all of the cases had eaten food from takeaway outlets.
A spokeswoman for the hospital said: ``The patients came in with a variety of problems but the common factor was that they all stopped breathing when in the department, in a way that could not be easily explained.