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Tag Archives: S&P 500 Factor Indices

Feb 26, 2025

Mom’s Recipe: Sectors, Stocks and Size

The S&P 500® Momentum Index has been one of the best-performing of all the S&P 500 Factor Indices in the past few years. A closer inspection of the drivers of performance identifies constituent selection as paramount, highlighting the importance of dynamically retreating from the largest of the mega caps in periods when smaller names took…

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