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Factor Friday: Factor Performance Driving US Financials Sector

Mar 01, 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 Financials Sector.

 

US Banking Sector Factor Performance - 5 Years

US banking sector performance

Source: S&P CapIQ

 

US Banking Sector Style Summary

 

Factor Cross-Sectional Spread%
Price Momentum 75.72%
Historical Growth 9.61%
Capital Efficiency 34.29%
Valuation 84.26%
Earnings Quality -6.62%
Size 38.40%
Volatility -16.80%
Analyst Expectations 21.71%

 

Source: S&P CapIQ

 

 

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