Weekly IQS Quant Analysis
For the week ending January 16, 2010, the IQS composite model achieved a top/bottom decile spread of -.1%.
Improving Financials and Value led the way (reverse from prior week), while Balance Sheet and Sentiment under-performed.
Last Week This Week
Momentum: +1.8% -0.1%
Sentiment: +0.8% -0.7%
Balance Sheet: +0.3% -1.1%
Value: -0.8% +0.9%
Improving Financials: -1.2% +1.0%
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