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Efficient market hypothesis

EMH

The claim that prices already reflect everything that is known.

If true in its strong form, no analysis can help you, because any information you have is already in the price. This is the intellectual foundation of index investing.

The honest position is that markets are mostly efficient, most of the time, which is quite enough to make beating them extremely hard. But they are demonstrably not perfectly efficient: bubbles happen, panics happen, and small, ignored companies are less thoroughly picked over than mega-caps.

Figure

One investment is the fund

the oneeverything else

Most go to zero and that is not a failure of selection, it is the shape of the asset class. It is why a venture investor has no use for a company that will merely do quite well.

Why it matters

It sets the burden of proof. If you think you have found a bargain, your first question should be: why has nobody else?

The mistake everyone makes

Believing either extreme. Treating markets as perfectly efficient makes analysis pointless; treating them as hopelessly irrational makes you arrogant.

Related terms

See Efficient market hypothesis on a real company

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