What's happening to Quant？ Factor Performance and Valuations
2024-08-12 02:51
ab 12 August 2024 Global Research and Evidence Lab What's happening to Quant? Factor Performance and Valuations Factor Performance In this weekly publication, we show how factors have been performing at a regional level and globally. The purpose of this report is to provide an up-to-date snapshot of how factors have been performing on a short-term horizon based off our daily factor returns database, and to track what styles are and are not working during this turbulent period in markets. Styles We look at f ...