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Factor Friday: Factor Performance Across Emerging Markets

Sep 14, 2018

The Data Daily: Where the charts tell the story

This week's Factor Friday focuses on factor performance across Emerging Markets over the last 5 years. 

 

From the graphs below we observe:

  • High quality earnings were consistently the best performing factor in Brazil
  • China was clearly driven by consensus analyst revisions, momentum, capital efficiency and valuation
  • India is best played by buying the whole market
  • Turkey was driven by consensus analyst revisions

 

Brazil Factor Performance 

China Factor Performance 

India Factor Performance 

Turkey Factor Performance 

 

Source:  S&P CapIQ for all graphs