Highlights from our review of the global equity market factor premium:
There was a high level of persistence in growth, momentum and quality factor premiums over 3, 6 and 12 month periods.
In addition value factors underperform with high level of persistence over time periods and across factors.
On the other hand, medium-term momentum recorded the highest positive premium over the 12-month period followed by Forecast FY1 revisions and by Forecast Growth 12 months.
