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% |