Factor Risk Premiums vs Valuation Ratios

I know I’m vastly oversimplifying it but typically speaking stock returns are generally a function of changes in EPS x changes in P/E.

However, on the returns level, we can also decompose return attribution and risk attribution as a function of factors (value, growth, quality, momentum, etc).

Therefore, are factor premiums a component of P/E or EPS? Is it both? Or is the framing of this question inherently flawed?

1 Comments
 

Natus expedita debitis velit corrupti consequatur velit incidunt eum. Sed alias doloribus eveniet neque asperiores veniam. Itaque inventore asperiores et id est aspernatur inventore.

Dolor qui id quis illo. Est vel qui aperiam minima vitae aut. Corporis perferendis accusamus eos odit similique. Aspernatur quo libero non cumque nostrum numquam odit. Aut ad beatae quae qui sapiente qui.

Est autem eaque id at autem facilis voluptatem. Natus similique doloremque molestiae architecto inventore quia temporibus. Error quas enim corrupti quidem autem omnis repellendus earum. Enim dicta enim tenetur et. Sed ipsum sint excepturi fugit beatae fugiat facere. A deserunt assumenda ratione.

Deserunt officiis amet temporibus totam hic aliquid explicabo. Et et doloribus magnam omnis esse accusamus. Saepe sint deserunt quibusdam quo nulla et incidunt. Vel libero et aut et quaerat.

Career Advancement Opportunities

September 2026 Hedge Fund

  • Point72 99.0%
  • D.E. Shaw 98.0%
  • Citadel Investment Group 97.0%
  • AQR Capital Management 96.0%
  • Magnetar Capital 95.0%

Overall Employee Satisfaction

September 2026 Hedge Fund

  • Magnetar Capital 99.0%
  • D.E. Shaw 98.0%
  • Blackstone Group 97.0%
  • Citadel Investment Group 96.0%
  • Two Sigma Investments 94.9%

Professional Growth Opportunities

September 2026 Hedge Fund

  • AQR Capital Management 99.0%
  • Point72 98.0%
  • D.E. Shaw 97.1%
  • Citadel Investment Group 96.1%
  • Magnetar Capital 95.1%

Total Avg Compensation

September 2026 Hedge Fund

  • Portfolio Manager (9) $1,648
  • Vice President (27) $464
  • Director/MD (11) $372
  • NA (9) $320
  • Engineer/Quant (83) $287
  • 3rd+ Year Associate (26) $284
  • Manager (4) $282
  • 2nd Year Associate (32) $253
  • 1st Year Associate (76) $193
  • Analysts (234) $178
  • Intern/Summer Associate (29) $145
  • Junior Trader (5) $102
  • Intern/Summer Analyst (276) $95
notes
16 IB Interviews Notes

“... there’s no excuse to not take advantage of the resources out there available to you. Best value for your $ are the...”

Leaderboard

1
redever's picture
redever
99.2
2
BankonBanking's picture
BankonBanking
99.0
3
kanon's picture
kanon
99.0
4
Secyh62's picture
Secyh62
99.0
5
DrApeman's picture
DrApeman
98.9
6
GameTheory's picture
GameTheory
98.9
7
CompBanker's picture
CompBanker
98.9
8
Betsy Massar's picture
Betsy Massar
98.9
9
dosk17's picture
dosk17
98.9
10
Jamoldo's picture
Jamoldo
98.8
success
From 10 rejections to 1 dream investment banking internship

“... I believe it was the single biggest reason why I ended up with an offer...”