Global Factor review and factor behavior across the economic cycle
Marlies van Boven, head of investment research, EMEA and Mark Barnes, head of investment research, Americas
About this talk
Join us for answers to key questions on factor performance and valuable insight into the drivers of factor returns across regions.
•How have factors behaved as markets have continued to rise since the COVID sell-off?
•Momentum has performed well, but
- what are the risks of momentum now?
- how do these risks vary across region?
•Do factors respond to the business cycles assuming a normalised cycle or do we need to take into account regime shifts?
We’ll frame our analysis within the context of the adjustment in Factor behavior since the post-COVID regime, and draw upon key findings from our October quarterly Market Maps "Factor Indicator" report.
FTSE Russell is a leading global provider of benchmarking, analytics and data solutions for investors, giving them a precise view of the market relevant to their investment process. A comprehensive range of reliable and accurate indexes provides investors worldwide with the tools they require to measure and benchmark markets across asset classes, styles or strategies.…