blog

Latest from the Quantamize Blog

Factor Friday: Factor Performance Across Latin American Stock Markets

Sep 28, 2018

The Data Daily: Where the charts tell the story

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

 

From the graphs below we observe:

  • Earnings quality has been the best performing factor for Brazilian stocks over the last 3 years
  • In Chile, stocks investors have been best served simply buying the whole market for the last 2 years
  • Momentum stocks have been the best performing factor for Colombian stocks over the last 3 years
  • Analysts earnings revisions have been the best performing factor among Mexican stocks for the vast majority of the last 4 years
  • Momentum stocks have been the best performing factor for Peruvian stocks over the last 3 years

 

Brazil - Factor Performance

Chile - Factor Performance

Colombia - Factor Performance

Mexico - Factor Performance

Peru - Factor Performance

 

Source S&P CapIQ all graphs