Efficient Market Hypothesis (EMH)

The Efficient Market Hypothesis proposes that stock prices fully reflect all available information, making it impossible to consistently outperform the market through stock selection or market timing.

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Exam Tip

Know the 3 forms: Weak (past prices), Semi-Strong (public info), Strong (all info). EMH supports passive/index investing.

What is the Efficient Market Hypothesis?

The Efficient Market Hypothesis (EMH), developed by Eugene Fama, suggests that financial markets are "informationally efficient"—meaning current prices already incorporate and reflect all relevant information.

Three Forms of EMH

FormInformation ReflectedBeating Market With
WeakPast prices and volumeTechnical analysis: No
Semi-StrongAll public informationFundamental analysis: No
StrongAll public AND private infoInsider info: No

Implications of EMH

If EMH is TrueThen
Stock PickingWon't consistently outperform
Market TimingWon't work reliably
Index FundsBest choice for most investors
Active ManagementHard to justify fees

Evidence For EMH

EvidenceExplanation
Professional UnderperformanceMost active funds underperform indexes
Random WalkPrice changes appear random
Rapid AdjustmentPrices quickly react to news

Challenges to EMH

ChallengeExplanation
Market AnomaliesJanuary effect, momentum, size effect
Behavioral BiasesInvestors make irrational decisions
Warren BuffettLong-term outperformance examples
Market CrashesPrices deviate from fundamentals

Practical Implications

StrategyEMH Support
Passive InvestingSupported by EMH
DiversificationImportant regardless of EMH
Low-Cost FundsSupported by EMH
Active TradingNot supported by EMH

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