Monday, November 23, 2009

IQS Weekly Quant - 11/21/2009

Weekly IQS Quant Analysis

For the week ending November 21, 2009, the IQS composite model achieved a top/bottom decile spread of -.3%.

Value: +1.2%
Sentiment: +1.1%
Improving Financials: +0.3%

Balance Sheet: -0.1%
Momentum: -0.8%

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