Market anomaly

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A market anomaly (or market inefficiency) is a price and/or rate of return distortion on a financial market that seems to contradict the efficient-market hypothesis.[1][2][3]

The market anomaly usually relates to:

There are anomalies in relation to the economic fundamentals of the equity, technical trading rules, and Economic Calendar events.

Anomalies could be fundamental,[4] technical, or calendar related. Fundamental anomalies include value effect, small-cap effect (low P/E stocks and small cap companies do better than index on an average) and the Low-volatility anomaly. Calendar anomalies involve patterns in stock returns from year to year or month to month, while technical anomalies include momentum effect.

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