Factor Friday: Factor Performance Driving US Retail Sector
Feb 08, 2019
The Data Daily: Where the charts tell the story
This week's Factor Friday focuses on factor performance of US Retail Sector.
US Retail Sector Factor Performance - 5 Years

Style Summary for US Retail Sector - 5 Years
Factor |
Cross Sectional Spread % |
Price Momentum |
-3.08% |
Historical Growth |
59.29% |
Capital Efficiency |
57.90% |
Valuation |
36.43% |
Earnings Quality |
81.23% |
Size |
-99.27% |
Volatility |
-151.03% |
Analyst Expectations |
95.16% |