Monday, December 21, 2009

IQS Weekly Quant - 12/18/2009

Weekly IQS Quant Analysis

For the week ending December 18, 2009, the IQS composite model achieved a top/bottom decile spread of -.4%. Few factors performed well this past week.

Improving Financials: +0.7%

Sentiment: -0.0%
Momentum: -0.2%
Balance Sheet: -0.6%
Value: -0.9%

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