Uses of Class
org.drip.investing.riskindex.ValueFactor

Packages that use ValueFactor

Package	Description
org.drip.investing.model	Multi-Factor Model Suite implementation
org.drip.investing.riskindex	Implementation of Risk Factor Indices

Uses of ValueFactor in org.drip.investing.model

Methods in org.drip.investing.model with parameters of type ValueFactor

Modifier and Type	Method	Description
static Carhart4F	Carhart4F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor, MomentumFactor momentumFactor)	Construct a Standard Instance of the 4F Carhart Model using the Factor Instances
static FamaFrench3F	FamaFrench3F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor)	Construct a Standard Instance of the 3F Fama-French Model using the Factor Instances
static FamaFrench5F	FamaFrench5F.Standard(MarketFactor marketFactor, CapitalizationFactor capitalizationFactor, ValueFactor valueFactor, ProfitabilityFactor profitabilityFactor, InvestmentFactor investmentFactor)	Construct a Standard Instance of the 5F Fama-French Model using the Factor Instances

Uses of ValueFactor in org.drip.investing.riskindex

Methods in org.drip.investing.riskindex that return ValueFactor

Modifier and Type	Method	Description
ValueFactor	ValueFactor.DividendYield(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the Dividend Yield Metric
ValueFactor	ValueFactor.PBRatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the P/B Ratio Metric
ValueFactor	ValueFactor.PERatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the P/E Ratio Metric
ValueFactor	ValueFactor.PSRatio(FactorPortfolio portfolio, FactorPortfolioRanker portfolioRanker)	Build a Value Factor Instance based off of the P/S Ratio Metric