Growth, Momentum and Quality factors drive world equity market returns

26.04.18 01:28 PM By Tat-Support

Guest Post: By Foresight Analytics

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.

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