必需消费品_在必需消费品因子模型中，动量指标有望超越
2025-04-14 06:58
Equity Research 9 April 2025 Investment Sciences / Consumer Staples Momentum poised to overtake in Staples Factor model 更多资料加入知识星球：水木调研纪要 关注公众号：水木纪要 In Q1 2025, risk weighting suppressed top quintile performance, but returns remained positive on a long/short basis (i.e. top quintile outperformed bottom quintile). We discuss how momentum's impact in the model is rising and might continue with tariff-related volatility. Investment Sciences for Consumer Staples Ryan Preclaw(v) BCI, US | Ben McSkelly(iii) Barcl ...