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Factor Friday: Factor Performance Across Emerging Asia Stock Markets

Oct 05, 2018

The Data Daily: Where the charts tell the story

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


From the graphs below we observe:

  • Size has been the best performing factor for Chinese A stocks over the last 3 years
  • Analyst revisions and capital efficiency have been the best performing factors for Chinese Hong Kong listed stocks over the last 3 years
  • In India, stocks investors have been best served simply buying the whole market for the last 4 years
  • Momentum has been the best performing factor for Indonesian stocks througout 2018
  • Capital efficiency and valuation have been the best performing factors for South Korean stocks over the last 2 years
  • Analyst revisions has been the best performing factor for Thai stocks over the last 4 years


China A Shares - Factor Performance

China Hong Kong listed Shares - Factor Performance

India - Factor Performance

Indonesia - Factor Performance

South Korea - Factor Performance

Thailand - Factor Performance


Source: S&P CapIQ for all graphs