Skip to content
Oct 05 2018
Of Special Interest

Research Preview: Sector-Adjusted Factor Returns

  • Oct 5, 2018

This article summarizes our current research into the interaction between factors and sectors. We find that sector weights have a significant influence on some factor results, while the true factor impact is the key driver for others. Watch for our full report coming next week.

tags

Factors Sectors Performance Return

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]

Style Performance (10) Value (127) Growth Vs. Value (40) Styles (18) Valuations (341) Valuation Spread (2) Style Factors (8) Active vs. Passive (13) S&P 500 Equal Weight (12) S&P 500 Capitalization Weighted (5) Signals (24) Breadth Thrust (12) Overbought (6) S&P Performance (2) NYSE Moving Balance Indicator (12) VLT Momentum (31) Recessions (5) Factor Performance (16) 50-Day Moving Average (1) Risk Aversion Index (108)