blog

Latest from the Quantamize Blog

Factor Friday: Factor Performance Driving the Italian stock market

Nov 30, 2018

 

 

The Data Daily: Where the charts tell the story

This week's Factor Friday focuses on factor performance of the Italian stock market.

 

From the graph below we observe:

  • The best performing factors for the Italian stock market over the past year have been the analysts revsions factor, momentum factor and earnings quality factor