Pensions & Investments – June 9, 2021 by Sophie Baker

The performance of different investment styles and factors diverged by region in May, having performed almost identically to each other in the first quarter.

Analysis of factor performance by Style Analytics found a clear rotation back to value stocks and a boost for momentum stocks in May.

Its outperformance across subfactors ranged from 80 basis points on a book-to-price basis to 130 basis points on a cash flow-yield basis. The performance was compared with the U.S. equity market’s gain of 30 basis points.

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