January 18, 2024

Equity Factor Insights - January 2024

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  1. Overview
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Quarterly report

Factor patterns reverse in Q4 global rally

Key highlights:

  • (Small) Size and Momentum shine in Q4 risk rally
  • Energy malaise and lower yields are major return drivers
  • Emerging’s factor patterns deviate from developed market peers
  • Factor valuations expand

Published quarterly, this report provides actionable insights on global and regional factor performances, sector exposures, rotation drivers and macro sensitivities, using proprietary quarter-end data from the FTSE Global Factor Index Series. It's part of a series of Market Maps reports, available by email as soon as they are published.

To support your investment decision-making, we produce specialist content that provides analysis and insights on a range of investment topics. Go to our Global Investment Research hub for valuable market insights.

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Webinars

January 24 2024

Equity factor insights: Your quarterly deep dive

Presented by Mark Barnes PhD, Head of Global Investment Research, Americas, and Sandrine Soubeyran, Director, Global Investment Research.