Let’s see: market beta, value-growth, smallcap-largecap, momentum… Are there any more paid risk premia in the US equities universe? Hard to believe that’s all there is…
Depends on who’s model you’re looking at and what you believe risk is. Looks like you’re looking at the Carhart Model there, which adds momentum to Fama/French’s 3-factor model. Other models identify more or other factors/risk premiums.