About: Carhart four-factor model

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In portfolio management, the Carhart four-factor model is an extra factor addition in the Fama–French three-factor model, proposed by Mark Carhart. The Fama-French model, developed in the 1990, argued most stock market returns are explained by three factors: risk, price (value stocks tending to outperform) and company size (smaller company stocks tending to outperform). Carhart added a momentum factor for asset pricing of stocks. The Four Factor Model is also known in the industry as the Monthly Momentum Factor(MOM). Momentum is the speed or velocity of price changes in a stock, security, or tradable instrument.

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  • In portfolio management, the Carhart four-factor model is an extra factor addition in the Fama–French three-factor model, proposed by Mark Carhart. The Fama-French model, developed in the 1990, argued most stock market returns are explained by three factors: risk, price (value stocks tending to outperform) and company size (smaller company stocks tending to outperform). Carhart added a momentum factor for asset pricing of stocks. The Four Factor Model is also known in the industry as the Monthly Momentum Factor(MOM). Momentum is the speed or velocity of price changes in a stock, security, or tradable instrument. (en)
  • In der Kapitalmarkttheorie ist das Carhart-Vierfaktorenmodell eine von vorgeschlagene Ergänzung des Fama-French-Drei-Faktoren-Modells um einen Momentum-Faktor. Momentum beschreibt die Dynamik oder Stärke von Preisänderungen handelbarer Instrumente. (de)
  • Carhartの4ファクターモデル(英: Carhart four factor model)とは、株式の期待収益率のクロスセクション構造を記述するモデル。1997年ににより発表された。 (ja)
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  • In portfolio management, the Carhart four-factor model is an extra factor addition in the Fama–French three-factor model, proposed by Mark Carhart. The Fama-French model, developed in the 1990, argued most stock market returns are explained by three factors: risk, price (value stocks tending to outperform) and company size (smaller company stocks tending to outperform). Carhart added a momentum factor for asset pricing of stocks. The Four Factor Model is also known in the industry as the Monthly Momentum Factor(MOM). Momentum is the speed or velocity of price changes in a stock, security, or tradable instrument. (en)
  • In der Kapitalmarkttheorie ist das Carhart-Vierfaktorenmodell eine von vorgeschlagene Ergänzung des Fama-French-Drei-Faktoren-Modells um einen Momentum-Faktor. Momentum beschreibt die Dynamik oder Stärke von Preisänderungen handelbarer Instrumente. (de)
  • Carhartの4ファクターモデル(英: Carhart four factor model)とは、株式の期待収益率のクロスセクション構造を記述するモデル。1997年ににより発表された。 (ja)
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  • Carhart-Vierfaktorenmodell (de)
  • Carhart four-factor model (en)
  • Carhartの4ファクターモデル (ja)
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