# Single-factor model

## Single-factor model

A model of security returns that acknowledges only one common factor. The single factor is usually the market return. See: Factor model.

## Single-Factor Model

A mathematical calculation of the extent to which one macroeconomic factor affect the securities in a portfolio. Single-factor models attempt to account for contingencies like changes in interest rate or inflation. Usually, however, a single-factor model considers how the market return affects the return on the portfolio. See also: Risk analysis, Factor model.
References in periodicals archive ?
Finally, in the single-factor model all of the observed variables were loaded into one factor.
It can be observed that the single-factor model is valid and the factor loadings of the scale range between .39 and .92,
In contrast, data collected from college students from 41 countries indicated that a single-factor model fit adequately (Vitters0, R0ysamb, & Diener, 2002).
The first one was a single-factor model, frequently used in deviance and delinquency research, namely when a variety scale is used (e.g.
Two confirmatory factor analysis models were tested using AMOS: a single-factor model and a two-factor model, with Items 1 and 2 loading separately (as a Selective Avoidance factor) from Items 3, 4, and 5 (SE).
The AIC for this single-factor model indicates that it is no worse fit of the 1-hour data than the GLM of all explanatory factors.
In this initial single-factor model, all items from the long-term and short-term scales were constrained to load on one factor.
The results of the single-factor model were as follows: [chi square] = 501.09 df = 230; GFI = .70; CFI = .52; RMSEA = .108; SRMR = .11).
(2001), the single-factor model can be expressed as follows:
In accordance with usual criteria (Hu & Bentler, 1999; Schreider, Stage, King, Nora, & Barlow, 2006), the fit of the two-factor model was quite appropriate, while the single-factor model did not show a satisfactory fit.
The single-factor model fit was inconsistent across fit indices, with the CFI = 0.92, TLI = 0.96, and RMSEA = 0.23.
Site: Follow: Share:
Open / Close