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Factor Friday: Factor Performance Driving the Chinese stock market

Dec 07, 2018

 

The Data Daily: Where the charts tell the story

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

 

From the graphs below we observe:

  • The best performing factor for the Chinese A-Shares over the past 3 years has been the size factor
  • The best performing factor for the Hong Kong stock market over the past 2 years has been the capital efficiency factor

 

China A-Shares Factor Performance - 5 Years

Source S&P CapIQ

Hong Kong Factor Performance - 5 Years

Source S&P CapIQ