For the past few weeks, we've been closely following Medium-Term Momentum as it sharply climbed into Overbought territory. While we've talked about this factor a lot recently, it's been a very active signal in both our US and Global models, and we're now observing that Momentum is currently at an inflection point.
As a reminder, we define Medium-Term Momentum as cumulative return over the past...
I hope you've been having a great summer. While factor movement has been relatively quiet this season, we're now seeing the emergence of signal for Medium-Term Momentum factor in both the US and Global models. Usually, when we see this type of movement in both models, it makes for a much stronger signal.
The last time we discussed Momentum on July 12th, we had flagged it as "Oversold" as it was
Here are a couple of quick updates on some factors that we've discussed in recent weeks.Dividend Yield / Growth Update Last week, we highlighted the Dividend Yield factor in our US model.
