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Jul 06 2012

A Closer Look At Growth And Value Return Differences

  • Jul 6, 2012

Traditional Fama/French analysis shows an exceptionally large 4% per annum return edge favoring Value. Based on Russell 1000 Growth and Value Indexes, however, the edge in favor of Value has been a fraction of that. Current year’s Growth outperformance is also dissected to determine the likelihood this leadership will persist.

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