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Factor Friday: Factor Performance Across Developed Europe Markets

Sep 21, 2018

The Data Daily: Where the charts tell the story

This week's Factor Friday focuses on factor performance across Developed Europe markets over the last 5 years. 


From the graphs below we observe:

  • Momentum has been the best performing factor in France for the last 3 years
  • Germany has best been played by buying the whole market for the last 2 years
  • Momentum and analysts expectations revisions have been the best performing factors in Italy
  • Earnings quality has been the best performing factor in Spain
  • Price momentum has been the pest forming in the UK though investors would have been better off simply buying the market



France - Factor Performance

Germany - Factor Performance

Italy - Factor Performance

Spain - Factor Performance

United Kingdom - Factor Performance


Source:  S&P CapIQ for all graphs