Which risk factors beat the market?

Which risk factors beat the market?

Few investors would say “no” to beating the market. Even the most passive among us would happily filter-feed a few extra quid – like a financial blue whale – if we didn’t need an ‘edge’ to make it happen. Last week we looked at one way to potentially do that. The small value strategy has earned a 2% annualised premium versus the market over the long-term. Outside the US, small value has beaten the market by 1.5% annualised since 1990. Which is j…