Factor Friday: Factor Performance Driving Brazilian Stocks
Mar 22, 2019
The Data Daily: Where the charts tell the story
This week we are looking at the factor performance driving Brazilian stocks.
Brazilian Stocks Factor Performance - 5 Years
Source: S&P CapIQ
Brazilian Stocks Style Summary - 5 Years
| Factor |
Cross Sectional Spread% |
Sector Neutral Spread% |
Number of Sectors |
| Price Momentum |
20.37% |
51.24% |
6 |
| Historical Growth |
49.32% |
48.61% |
8 |
| Capital Efficiency |
43.46% |
56.26% |
7 |
| Valuation |
63.12% |
55.49% |
8 |
| Earnings Quality |
159.15% |
114.84% |
10 |
| Size |
-114.92% |
-98.63% |
3 |
| Volatility |
23.41% |
-9.52% |
3 |
| Analyst Expectations |
36.43% |
55.12% |
7 |
Source: S&P CapIQ