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Factor Friday: Factor Performance Driving Mexican Stocks

Jun 14, 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 Mexican Stocks

 

Mexican Stocks Factor Performance - 5 Years

mexican-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

 

Mexican Stocks Factor Style Summary - 5 Years

Factor Cross Sectional Spread% Sector Neutral Spread% #+ Sectors
Price Momentum 93.35% 80.20% 6
Historical Growth 81.32% 64.70% 6
Capital Efficiency 84.76% 77.93% 5
Valuation 6.15% 51.60% 6
Earnings Quality 76.77% 92.41% 5
Size -6.25% -21.38% 1
Volatility 7.88% -29.18% 2
Analyst Expectations 95.90% 57.66% 4

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