Fun fact: there is a study "size matters if you control your junk" when finance nerds have a sense of humor 😂
https://www.sciencedirect.com/science/article/pii/S0304405X18301326
https://www.sciencedirect.com/science/article/pii/S0304405X18301326
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@SchlaubiSchlumpf essentially says that there are a few small caps that you don't want statistically, growth and fresh IPOs. That's why many put a value filter over them. This excludes some of them
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