Weekly IQS Quant Analysis
For the week ending November 7, 2009, the IQS composite model achieved a top/bottom decile spread of 1.8%.
4 of the 5 categories had positive spreads:
Momentum: +3.5%
Sentiment: +1.8%
Balance Sheet: +0.8%
Improving Financials: +0.1%
Value: -1.6%
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