October 17, 2024

Equity Factor Insights - October 2024

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  1. Overview
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Quarterly report

Size shines as Momentum lags in Q3

Key highlights:

  • (Small) Size rebounded to outperform
  • Momentum and Quality lagged the most
  • Tech exposure hurt Momentum and benefited Size
  • Many factors rerated in Q3

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.

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Webinars

October 23 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.