Weekly IQS Quant Analysis
For the week ending November 28, 2009, the IQS composite model achieved a top/bottom decile spread of +0.5%. Low volatility across the factors, as most factors added to performance, but none had a blow-out week.
Value: +0.6%
Improving Financials: +0.6%
Sentiment: +0.2%
Balance Sheet: +0.0%
Momentum: -0.1%
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