{"id":3317,"date":"2025-05-22T02:04:14","date_gmt":"2025-05-22T02:04:14","guid":{"rendered":"https:\/\/tat.capital\/?p=3317"},"modified":"2025-07-15T02:10:12","modified_gmt":"2025-07-15T02:10:12","slug":"growth-momentum-and-quality-factors-drive-world-equity-market-returns","status":"publish","type":"post","link":"https:\/\/tat.capital\/?p=3317","title":{"rendered":"Growth, Momentum and Quality factors drive world equity market returns"},"content":{"rendered":"\t\t<div data-elementor-type=\"wp-post\" data-elementor-id=\"3317\" class=\"elementor elementor-3317\">\n\t\t\t\t<div class=\"elementor-element elementor-element-12cfd02 e-flex e-con-boxed e-con e-parent\" data-id=\"12cfd02\" data-element_type=\"container\">\n\t\t\t\t\t<div class=\"e-con-inner\">\n\t\t\t\t<div class=\"elementor-element elementor-element-dbd2333 elementor-widget elementor-widget-heading\" data-id=\"dbd2333\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Growth, Momentum and Quality factors drive world equity market returns<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-3f47be7 hfe-post-info-layout-inline elementor-widget elementor-widget-post-info-widget\" data-id=\"3f47be7\" data-element_type=\"widget\" data-widget_type=\"post-info-widget.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t<ul class=\"hfe-post-info-inline hfe-post-info-items hfe-post-info\">\n\t\t\t\t\t<li class=\"hfe-post-info-item elementor-repeater-item-9fda9c1 hfe-post-info-inline-item\" itemprop=\"datePublished\"> \n\t\t\t\t\t\t\t<a href=\"https:\/\/tat.capital\/?m=20250522\">\n\t\t\t\n\t\t\t\t\t<span class=\"hfe-post-info-text hfe-post-info__item hfe-post-info__item--type-date\">\n\t\t\t\n\t\t\t\t\t\t\tMay 22, 2025\t\t\t\t\t<\/span>\n\t\t\n\t\t\t\t\t\t\t<\/a>\n\t\t\t\t\t<\/li>\n\t\t\t\t<li class=\"hfe-post-info-item elementor-repeater-item-d69fe7a hfe-post-info-inline-item\"> \n\t\t\t\n\t\t\t\t\t<span class=\"hfe-post-info-text hfe-post-info__item hfe-post-info__item--type-time\">\n\t\t\t\n\t\t\t\t\t\t\t2:04 am\t\t\t\t\t<\/span>\n\t\t\n\t\t\t\t\t<\/li>\n\t\t\t\t<\/ul>\n\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-c700f17 elementor-widget elementor-widget-heading\" data-id=\"c700f17\" data-element_type=\"widget\" data-widget_type=\"heading.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t<h2 class=\"elementor-heading-title elementor-size-default\">Guest Post: By Foresight Analytics<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-2efb547 elementor-widget elementor-widget-text-editor\" data-id=\"2efb547\" data-element_type=\"widget\" data-widget_type=\"text-editor.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div style=\"margin: 0px; padding: 0px; color: #888888; font-size: 16px;\"><span style=\"margin: 0px; padding: 0px; color: inherit;\"><span style=\"margin: 0px; padding: 0px; font-size: 30px;\">Highlights from our\u00a0review of the global equity market\u00a0factor premium:\u00a0<\/span><\/span><\/div><ul style=\"margin-bottom: 0px; margin-left: 0px; padding-block: 5px 0px; padding-inline: 20px 0px; color: #888888; font-size: 16px; font-style: normal; font-weight: 400; text-align: center;\"><li style=\"padding-block: 5px; padding-inline: 0px; list-style: inherit; text-align: left;\">There was a high level of persistence in growth, momentum and quality factor premiums over 3, 6 and 12 month periods.<\/li><li style=\"padding-block: 5px; padding-inline: 0px; list-style: inherit; text-align: left;\">In addition value factors underperform with high level of persistence over time periods and across factors.<\/li><li style=\"padding-block: 5px; padding-inline: 0px; list-style: inherit; text-align: left;\">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.<\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<div class=\"elementor-element elementor-element-5a24418 elementor-widget elementor-widget-button\" data-id=\"5a24418\" data-element_type=\"widget\" data-widget_type=\"button.default\">\n\t\t\t\t<div class=\"elementor-widget-container\">\n\t\t\t\t\t\t\t\t\t<div class=\"elementor-button-wrapper\">\n\t\t\t\t\t<a class=\"elementor-button elementor-button-link elementor-size-sm\" href=\"https:\/\/tat.capital\/wp-content\/uploads\/2025\/06\/global-factor-premiums-_-3rd.pdf\">\n\t\t\t\t\t\t<span class=\"elementor-button-content-wrapper\">\n\t\t\t\t\t\t\t\t\t<span class=\"elementor-button-text\">View Report<\/span>\n\t\t\t\t\t<\/span>\n\t\t\t\t\t<\/a>\n\t\t\t\t<\/div>\n\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"<p>Growth, Momentum and Quality factors drive world equity market returns May 22, 2025 2:04 am Guest Post: By Foresight Analytics [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":3813,"comment_status":"open","ping_status":"open","sticky":false,"template":"elementor_canvas","format":"standard","meta":{"inline_featured_image":false,"site-sidebar-layout":"default","site-content-layout":"","ast-site-content-layout":"","site-content-style":"default","site-sidebar-style":"default","ast-global-header-display":"","ast-banner-title-visibility":"","ast-main-header-display":"","ast-hfb-above-header-display":"","ast-hfb-below-header-display":"","ast-hfb-mobile-header-display":"","site-post-title":"","ast-breadcrumbs-content":"","ast-featured-img":"","footer-sml-layout":"","theme-transparent-header-meta":"","adv-header-id-meta":"","stick-header-meta":"","header-above-stick-meta":"","header-main-stick-meta":"","header-below-stick-meta":"","astra-migrate-meta-layouts":"default","ast-page-background-enabled":"default","ast-page-background-meta":{"desktop":{"background-color":"var(--ast-global-color-5)","background-image":"","background-repeat":"repeat","background-position":"center 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