blog

Latest from the Quantamize Blog

Factor Friday: Factor Performance Driving the US REIT Sector

Nov 23, 2018

The Data Daily: Where the charts tell the story

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

 

  • In the the recent, sharp downturn of the S&P500 has fallen 9.8% since October 1st, the Dow Jones REIT Index has risen 0.15%, outperforming the S&P500
  • From the graph below, we can see that the best performing factors for REITs for the last 3 months have been the earnings quality factor and capital efficiency factor
  • If you bought the whole REIT market, since Aug 31st you would be down 6.32%

 

 Source: S&P CapIQ