No. of Recommendations: 3
Jack Vogel of Alpha Architect posted a nice article on individual factor performance for 2018.

https://alphaarchitect.com/2019/01/04/a-simple-analysis-of-2...

Value Factors (5):
Enterprise Multiple (EBIT/TEV)
Book-to-Market (B/M)
Earning’s Yield (Inverse of P/E)
Cash-Flow to Price (CF/P)
Sales to Price (S/P)
Momentum (12_2)(3)
Size
Beta
Quality — Return on Assets (ROA)

There is a reason most fundamental value screens didn't work in 2018!

RAM
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