In our study of long-only value, profitability, investment, and momentum factor portfolios created between 1963 and 2020, we examine performance and related turnover. The first rebalancing method, ...

Factor investing remains one of the most popular investing strategies this decade. Fidelity offers several factor-based equity ETFs that rely on its “three S” approach. The firm brings over five ...

Multi-factor strategies offer a comprehensive approach to index-based investing by combining diverse factors that exhibit low correlations across different market environments. By integrating these ...