Weekly IQS Quant Analysis
For the week ending January 9, 2010, the IQS composite model achieved a top/bottom decile spread of -.4%.
Momentum and Sentiment led the way, with price and fundamentals not valued. Never a good sign when investors buy stocks based on these criteria. Is it a short-term January effect? An IQS brief may be forthcoming soon to look at this issue.
Momentum: +1.8%
Sentiment: +0.8%
Balance Sheet: +0.3%
Value: -0.8%
Improving Financials: -1.2%
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