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Factor Friday: Factor Performance Driving Japanese Stocks

May 31, 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 Japanese Stocks

 

Japanese Stocks Factor Performance - 5 Years

japanese-stock-factor-performance

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

 

Japanese Stocks Factor Style Summary - 5 Years

Factor Cross Sector Spread% Sector Neutral Spread% #+ Sectors
Price Momentum 41.51% 39.04% 9
Historical Growth -13.96% -16.27% 7
Capital Efficiency 16.97% 15.85% 7
Valuation 28.78% 35.14% 10
Earnings Quality 9.79% 8.72% 6
Size 3.58% -1.42% 4
Volatility -9.91% -7.33% 3
Analyst Expectations -25.18% -22.55% 2

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