July 17, 2024

Equity Factor Insights - July 2024

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Quarterly report

Momentum shows signs of slowing in narrowing equity rally

Key highlights:

  • Momentum slows in Q2, (Small) Size lags badly
  • Factor leadership shifts out of Momentum
  • Narrow set of industries drove regional factor returns
  • Many factors de-rated in Q2

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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July 25 2024

Equity factor insights: Your quarterly deep dive

Presented by Mark Barnes PhD, Head of Global Investment Research, Americas.