An accounting factor is computed from the company's accounting information at the market date, e.g., today, and at the last accounting date, both of which may be lagged.
Conservative investment as in Fama-French five-factor model.
FactorMomentum is defined as the asset's return in an earlier period of time, say, 6 months.
Operating profitability as in Fama-French five-factor model.
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