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Factor Friday: Factor Performance Driving UK Stocks

May 24, 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 UK Stocks

 

UK Stocks Factor Performance - 5 Years

uk 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

 

UK Stocks Factor Style Summary - 5 Years

Factors Cross Sectional Spread% Sector Neutral Spread% #+ Sectors
Price Momentum 79.33% 70.39% 8
Historical Growth 45.17% 32.90% 5
Capital Efficiency 59.18% 54.10% 9
Valuation 12.11% 6.13% 6
Earnings Quality 59.92% 48.99% 8
Size 27.34% 16.96% 7
Volatility -23.59% -32.60% 3
Analyst Expectations 55.38% 56.80% 9

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