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Sep 07 2019

Factor Performance: Momentum Saves The Day (Year); Value Is Awful

  • Sep 7, 2019

Momentum has made a furious comeback after a rough start to the year, posting an +11% spread in both May and August. Value continues to get crushed and there has been nowhere to hide: The pain is equally distributed between cheap and expensive, and it’s happening in every sector.

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About The Author

Greg Swenson / Sr. Research Analyst & Co-Portfolio Manager