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Size premium

From Wikipedia, the free encyclopedia

The size premium is the historical tendency for the stocks of firms with smaller market capitalizations to outperform the stocks of firms with larger market capitalizations. It is one of the factors in the Fama–French three-factor model.[1][2]

See also

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References

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  • "Risk Premium Report 2013 - Duff & Phelps" (PDF). Duff & Phelps.