Cliff Asness

Systematic Factors

Cliff Asness co-founded AQR Capital Management in 1998 after a PhD under Eugene Fama and a spell running quantitative research at Goldman Sachs. His work argues that a small number of persistent factors — cheapness, momentum, quality and safety — explain most of what active managers are paid for, and that they can be harvested systematically and combined, because value and momentum are negatively correlated and each covers the other's worst periods. The "Quality Minus Junk" line of research adds that profitable, stable, low-leverage companies have historically been underpriced relative to their characteristics. Asness is equally insistent on the discipline half of the claim: the factors work over long horizons but suffer long drawdowns, and the edge lies in continuing to apply the rules through them rather than in overriding the model on conviction.

Methodology fidelity

Faithful adaptationSources reviewed 2026-08-24

This rebuild uses true fiscal-year cross-sectional ranks rather than the former one-company absolute cutoffs. Value, 12-1 momentum and quality definitions follow AQR research; components are combined within factor groups and the factor groups receive equal weight. The app’s top-30% pass cohort, long-only public-company universe, annual observation schedule, omission of risk balancing/short portfolios, and narrower public-data quality set are disclosed implementation choices. No current rank is substituted into a historical year.

Valuation Method

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No AQR per-share intrinsic value

No investor formula

AQR research defines relative factor portfolios, not a one-company intrinsic value. The rebuilt framework therefore stores rank certificates and criterion scores without producing a per-share value.

Screening implementation (7 criteria)

#CriterionMetricThresholdData Source
1Earnings-to-Price RankNet Income / Market CapitalizationTop 30% of the eligible cross-sectionIncome Statement: Net Income; point-in-time Market Capitalization
2Book-to-Price RankPositive Book Equity / Market CapitalizationTop 30% of the eligible cross-sectionBalance Sheet: Shareholders' Equity; point-in-time Market Capitalization
312-1 Momentum Rank12-month return excluding the most recent monthTop 30% of the split-certified eligible cross-sectionPoint-in-time monthly market data: the current live window or the historical archive for backtests. Any window whose return basis cannot be certified is excluded rather than assigned a weak rank.
4Gross Profitability RankGross Profit / Total AssetsTop 30% of the eligible cross-sectionIncome Statement: Gross Profit; Balance Sheet: Total Assets
5Return on Equity RankNet Income / Positive Book EquityTop 30% of the eligible cross-sectionIncome Statement: Net Income; Balance Sheet: Shareholders' Equity
6Low Leverage RankNegative Debt-to-Equity (higher means less debt)Top 30% of the eligible cross-sectionBalance Sheet: Total Debt and Shareholders' Equity
7Earnings Stability RankNegative 5-Year Standard Deviation of Return on AssetsTop 30% of the eligible cross-sectionIncome Statement: Net Income; Balance Sheet: Total Assets, 5-year history

Verdict Logic

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Every measurable component is ranked within the same point-in-time universe; a component passes in the top 30%. Component strengths are averaged inside value, momentum and quality, then those three factor groups receive equal weight in the combined rank. Missing inputs leave the relevant universe rather than becoming zeros.

What Would Cliff Asness Buy Today?

Sources

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Value and Momentum Everywhere

primary2013

Cliff Asness, Tobias Moskowitz and Lasse Pedersen

Journal of Finance. Documents value and momentum premia across eight markets and asset classes, and shows the two are negatively correlated so that combining them beats either alone.

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Quality Minus Junk

primary2019

Cliff Asness, Andrea Frazzini and Lasse Pedersen

Review of Accounting Studies. Defines quality as profitability, growth and safety, and shows that high-quality companies command a price premium smaller than their characteristics justify.

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The Devil in HML’s Details

primary2013

Cliff Asness and Andrea Frazzini

Journal of Portfolio Management. Shows how the construction details of a value factor — in particular using a current rather than lagged price — materially change the measured premium.

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