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Factor Friday: Factor Performance Driving the US Oil Sector

Nov 02, 2018

The Data Daily: Where the charts tell the story

This week's Factor Friday focuses on factor performance across the US oil sector.


From the graphs below we observe:

  • Over the last year, the 3M earnings revisions factor, price target revisions factor and 1-year share buyback factor have been the best performing factors to identify winning stocks among US Oil & Gas stocks
  • On a rolling 12-month basis, in addition to the factors highlighted above, the size factor leverage factor have been top performing factors for investors to use when determining the best stocks among US Oil and Gas stocks


US Oil & Gas Sector Factor Performance over last 15 years

Source: Bloomberg