Resource · Investing
Performance of the Equity Premiums
How the market, size, value, and profitability premiums have performed over one-, five-, and ten-year periods in US, developed, and emerging markets.
Research points to differences in expected returns among stocks based on company size, relative price, and profitability. This presentation from Dimensional Fund Advisors reviews how these premiums (the extra return investors have historically earned for owning certain kinds of stocks) have performed over time.
What the presentation covers
Market prices and expected returns
How prices reflect available information, and what that means for expected returns.
Yearly and longer-term results
How often each premium has been positive over one-, five-, and ten-year periods.
Results by region
Separate views for US, developed markets outside the US, and emerging markets.
Explore the presentation
Download the presentation and bring your questions to your next review. Past performance is no guarantee of future results. Premiums can be negative for extended periods.
This content is for informational purposes only and is not individualized advice.