The Barra Risk Factor Analysis model measures a security's relative risk with a single value-at-risk (VaR) number. This number represents a percentile rank between 0 and 100, with 0 being the ...

One widely used multi-factor model is the Fama-French three-factor model. The Fama-French model has three factors: the size of firms, book-to-market values, and excess returns on the market.

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