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Factor Friday: Factor Performance Driving Turkish Stocks

Mar 29, 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 Turkish stocks.

 

Turkish Stocks Factor Performance - 5 Years

 

factor performance turkish stocks

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

 

Turkish Stocks Style Summary - 5 Years

FACTOR CROSS SECTIONAL SPREAD% SECTOR NEUTRAL SPREAD% NUMBER OF  SECTORS
Price Momentum 38.26% 0.71% 5
Historical Growth 25.15% 44.18% 6
Capital Efficiency 20.50% 10.97% 5
Valuation 87.93% 76.36% 7
Earnings Quality 25.36% 8.03% 5
Size -66.29% -68.68% 3
Volatility 56.83% 21.47% 4
Analyst Expectations 87.97% 75.62% 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