UBS YEARBOOK 2026 · 1920s—2020s — The Factor Decades: Annualized Factor Premia Across Eleven Decades
Century Factor Premia Matrix — Decade-by-decade annualized premia across value, momentum, size, low volatility, and quality over eleven decades.
Tracing momentum, value, size, volatility, and dividend yield across eleven decades. Momentum leads at 7.7% annualized but suffered its worst decade immediately following its peak, while value generated negative premia in three of the last four decades.
What this page answers
This static page is built to answer searches for UBS YEARBOOK 2026 · 1920s—2020s. It summarizes the live dataset behind the The Factor Decades: Annualized Factor Premia Across Eleven Decades panel and links to the full interactive chart.
Tracing momentum, value, size, volatility, and dividend yield across eleven decades. Momentum leads at 7.7% annualized but suffered its worst decade immediately following its peak, while value generated negative premia in three of the last four decades. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
The plate
Data & Source
GET /api/static/ubs-yearbook.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.