Scientific Beta

ETF Stream: "For investors looking for excess premium, it is relatively well known that size doesn't matter when it comes to market cap as small cap stocks mostly outperform large cap stocks over the long term. However, a common recommendation within asset management is to remove the size factor as it offers relatively weak performance over the short term, according to Scientific Beta’s recent white paper. The study, named Does the Size Factor Still Have its Place in Multi-Factor Portfolio, analyses the performance of the size effect in comparison with other factors."

ETF Stream 19/07/2019

"(...) For investors looking for excess premium, it is relatively well known that size doesn't matter when it comes to market cap as small cap stocks mostly outperform large cap stocks over the long term. However, a common recommendation within asset management is to remove the size factor as it offers relatively weak performance over the short term, according to Scientific Beta’s recent white paper. The study, named Does the Size Factor Still Have its Place in Multi-Factor Portfolio, analyses the performance of the size effect in comparison with other factors. (...) Scientific Beta says there is a conflict between results documented in asset price research and provider claims about the weakness of the size effect. There also remain inconsistencies in providers’ conclusions of the size factor. (...)"