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Factor Friday: Factor Performance Driving German Stocks

Apr 05, 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 German stocks.

 

 

German Stocks Factor Performance - 5 Years

german stocks factors

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

 

German Stocks Style Summary - 5 Years

FACTOR CROSS SECTIONAL SPREAD% SECTOR NEUTRAL SPREAD% NUMBER OF  SECTORS
Price Momentum 47.26% 21.61% 6
Historical Growth 74.43% 77.46% 7
Capital Efficiency 77.22% 72.04% 7
Valuation -5.76% 11.32% 5
Earnings Quality 75.24% 87.22% 6
Size -16.13% -38.40% 3
Volatility -47.08% -9.77% 7
Analyst Expectations 66.21% 37.65% 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