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Factor Friday: Factor Performance Driving US Retail Sector

Feb 08, 2019

We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.
We Crunch the Numbers, You Make the Trade.We Crunch the Numbers, You Make the Trade.

 

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

us retail sector performance

 

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%

 

 

Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions
Better Data for Better Investment DecisionsBetter Data for Better Investment Decisions