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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.

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Momentum Market Tops Sectors Cyclicals Defensives Valuations

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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.

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January 2019
Vol. 39 No. 1

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Quality Factors (3) High-Quality (6) Defensive (10) Momentum (155) Summary (3) Valuations (237) Market Lows (3) Smart Money (8) Prediction (41) Blue Book (3) Groups (162) Asset Growth Rate (1) Shareholder Reward Yield (1) Leverage (17) Cheapest Sector Strategy (1) Low P/E (3) Bridesmaid (27) Sector Allocation Strategy (3) Sectors (244) Utilities (27)