We currently offer four versions of our expected return factor model:

• US Standard Model (ranks expected returns for more than 3,000 US stocks)
• US Enhanced Model (ranks expected returns for more than 3,000 US stocks)
• European Model (ranks expected returns for more than 3,000 European stocks)
• Japanese Model (ranks expected returns for more than 1,200 Japanese stocks)

On request we can also customize the model for specific geographic regions, emerging markets or other specific customer needs.

Factor Families

The Haugen model uses approximately 70 factors grouped into seven families:

• Risk
• Liquidity 
• Stock price relative to several measures of corporate income and cash flow
• Profitability
• Stock return history
• Analysts estimates and
• Macro economic and sector influences