Weekly IQS Quant Analysis
For the week ending November 14, 2009, the IQS composite model achieved a top/bottom decile spread of 0.6%.
Momentum continues to rebound as a factor.
Momentum: +2.5%
Sentiment: +1.4%
Value: +0.2%
Improving Financials: -0.5%
Balance Sheet: -0.8%
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