October 17, 2024

Equity Factor Insights - October 2024

View the report
PDF - 611.8KB
  1. Overview
  2. Related reports
  3. Webinars

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.

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.

Related reports

Subscribe to Market Maps reports

Get timely market analysis and commentary on what’s been happening across asset classes, regions, industries and styles.  You’ll receive your report(s) by email as soon as they are published.

Quarterly 

Monthly

By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about event, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement. You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

Webinars

Discover all webinars on our FTSE Russell channel
external

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.