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Factor Friday: Factor Performance Driving Brazilian Stocks

Mar 22, 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 we are looking at the factor performance driving Brazilian stocks.

 

Brazilian Stocks Factor Performance - 5 Years

brazil factor performance

Source: S&P CapIQ

 

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

 

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

 

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