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Factor Friday: Factor Performance Driving Indian Stocks

May 03, 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 Indian Stocks

 

Indian Stocks Factor Performance - 5 Years

indian 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

 

Indian Stocks Factor Style Summary - 5 Years

Factor Cross Sectional Spread% Sector Neutral  Spread% #+ Sectors
Price Momentum 116.31% 146.48% 11
Historical Growth 36.25% 50.43% 7
Capital Efficiency 83.95% 84.46% 10
Valuation 6.89% 25.46% 5
Earnings Quality 73.89% 69.95% 9
Size -44.80% -52.64% 4
Volatility -112.76% -116.18% 2
Analyst Expectations 67.35% 53.81% 8
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