Major Factor Shifts in August
Factors finally shifted away from their recent trends in August:
- US factors maintained their historic pattern (no meaningful shifts);
- Europe had shifts away from its recent patterns, with rotations toward Value and Volatility stocks, and away from Quality stocks;
- Emerging Markets had the biggest shifts, with full-on rotations in virtually every factor group including Value, Growth, Quality and Momentum.
Fill out the form below to access the August 2020 Monthly Factor Performance Written Analysis.
