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The information contained in the website is solely intended for professional investors. Some funds shown on this website fall outside the scope of the Dutch Act on the Financial Supervision (Wet op het financieel toezicht) and therefore do not (need to) have a license from the Authority for the Financial Markets (AFM).

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I Disagree

Size factor

Stocks with a lower market value (mid and small caps) realize higher returns than those with a higher market value or capitalization (large caps).

In academic circles the discussion focuses on whether the better expected performance of companies with a lower market value is only compensation for the higher degree of risk.

Another point of discussion concerns the transaction costs that accompany a strategy based on this factor. These costs are higher for equities with a lower market value due to the reduced liquidity.

Robeco implicitely uses the Size factor by including mid and small cap stocks in its investable universe.