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Factor Friday: Factor Performance Driving US Industrials Sector

Feb 15, 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 Industrials Sector.

 

Average Q1-Q5 Spread for Industrials

Factor Large Cap - S&P 500 Industrials Mid-Cap S&P 400 Industrials Large-Cap S&P 600 Industrials
Price Momentum 12.97% 97.31% 53.00%
Historical Growth 49.29% 7.09% -46.05%
Capital Efficiency 70.53% 57.09% -19.05%
Valuation 34.93% -49.24% 9.76%
Earnings Quality 38.13% 29.37% -22.91%
Size -17.49% 32.79% 47.30%
Volatility -68.55% -53.04% 39.87%
Analyst Expectations 5.64% 3.36% -33.46%

 

 

 

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

 

Sector Summary

Index Capital Weight Return% Equal Weight Return% C-E Diff
S&P 400 Industrials 85.90% 81.50% 4.40%
S&P 500 Industrials 83.67% 86.03% -2.36%
S&P 600 Industrials 84.74% 96.60% -11.86%

 

 

 

Global Top Stock IdeasTOP LONG & TOP SHORT STOCK IDEAS FOR GLOBAL MARKETSMONTHLY TOP IDEAS FROM OUR MULTI-FACTOR QUANTITATIVE MODELS
Global Top Stock IdeasTOP LONG & TOP SHORT STOCK IDEAS FOR GLOBAL MARKETSMONTHLY TOP IDEAS FROM OUR MULTI-FACTOR QUANTITATIVE MODELS