Equity factor behaviour during the Q3 market turmoil
Marlies van Boven PhD, Mark Barnes PhD, Sandrine Soubeyran, Global Investment Research, FTSE Russell
About this talk
Hear actionable insights on global and regional equity factor performances, sector exposures, rotation drivers and macro sensitivities in the third quarter.
We will discuss:
• Factors that held up best in the troubled global markets of Q3, and those which failed
• The industries that had the biggest performance impact
• The drivers of the divergent behaviour of some factors from global patterns
• Where factor valuations stand today
Our discussion will draw upon key findings from our quarterly Market Maps Equity Factor Insights report, available from the 'Attachments' section.
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.…