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Factor Friday: Factor Performance Driving US Momentum Stocks

Apr 26, 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 US Momentum Stocks

 

Large-Cap Momentum: Russell 1000 Momentum Factor Index Performance, 3 Years

russell 1000 momentum

Source: Bloomberg

Small-Cap Momentum: Russell 2000 Momentum Factor Index Performance, 3 Years

russell 2000 momentum

Source: Bloomberg

 

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

 

All-Cap Momentum: MSCI USA Momentum Factor Index Performance, 3 Years

msci usa momentum index

Source: Bloomberg

 

 

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