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Factor Friday: Factor Performance Across EMEA Stock Markets

Oct 12, 2018

The Data Daily: Where the charts tell the story

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


From the graphs below we observe:

  • Growth factor, capital efficiency factor and earnings quality factor have been the best performing in Egypt for the last 3 years
  • Momentum factor has been the best performing for Israeli stocks for the last 3 years
  • Momentum factor has been the best performing factor for Polish stocks since the start of 2016
  • In Russia, stocks investors have been best served simply buying the whole market for the last 2 years
  • Capital efficiency factor has been the best performing for South Africa stocks over the last year


Egypt- Factor Performance  5 Years

Israel - Factor Performance  5 Years

Poland - Factor Performance  5 Years

Russia - Factor Performance  5 Years

South Africa - Factor Performance  5 Years