Skip to content
Dec 07 2017
Of Special Interest

The Many Faces Of Mo

  • Dec 7, 2017

Momentum is one of the most widely accepted alpha-generating factors, used by quantitative and fundamental managers alike. Its biggest drawback, however, is high turnover. Herein we explore momentum from the perspective of sector weights.

tags

Momentum Market Tops Sectors Cyclicals Defensives Valuations

Login

For full access, please enter your credentials.

About The Author

Scott Opsal / Director of Research & Equities

Scott Opsal Director of Research & Equities

Scott is Director of Research & Equities for The Leuthold Group, LLC. His responsibilities include conducting in-depth research projects and exploring fundamental and quantitative studies that support the firm’s portfolio and strategy recommendations.

current issue

featured articles

recent tags
[ALL]

Signal (12) Breadth Thrust (4) NYSE Moving Balance Indicator (8) Valuations (310) Foreign Stocks (15) Forward EPS (5) Price Performance (2) MSCI Developed Country (4) EPS Growth (21) GAAP EPS (10) Peak P/E (1) Peak P/E Ratio (1) S&P 500 (324) Earnings (251) Peak EPS (5) Interest Rates (248) Inflation (544) Federal Debt/Deficit (189) ISM New Orders Index (5) Fed Policy (138)