Tag Archives: factor dashboard
Momentum Bubble Deflating?
Yesterday’s decline in the U.S. and global stock markets is striking not simply because of its magnitude but also because it represents a radical reversal of factor returns from the first three quarters of 2018. Readers of our quarterly factor dashboard will recognize this graph, which shows the total return of the S&P 500 and…
- Categories Equities, S&P 500 & DJIA, Strategy
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