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Factor Friday: Factor Performance Driving Brazilian Stocks

May 17, 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 Factor Shares Performance - 5 Years

brazilian-factor-data
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 Shares Factor Style Summary - 5 Years

Factors Cross Sectional Spread% Sector Neutral Spread% #+ Sectors
Price Momentum 13.98% 47.18% 5
Historical Growth 68.93% 73.20% 9
Capital Efficiency 31.31% 48.00% 6
Valuation 51.09% 44.01% 7
Earnings Quality 145.48% 103.29% 10
Size -109.37% -81.22% 2
Volatility 30.18% 3.19% 4
Analyst Expectations 34.48% 58.56% 7

 

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