Iniohos Advisory Services - U.S. Sector Performance Factor Exposures

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Iniohos Advisory Services

John Galakis ...

Nicolas Skourias

U.S. Sector Performance & Factor Exposures

49 Industry portfolio monthly equal weighted returns are obtained from Kenneth French’s database. Each industry is classified under a sector based on the Global Industry Classification System, Thus, the industry portfolios are categorized in 11 sectors.
Their cumulative performance and their factor exposures to the widely known Fama-French five factors plus a medium term price momentum factor are estimated.

22/07/2018 9 EN

Provider

Iniohos Advisory Services

Iniohos Advisory Services is an independent investment research and consulting house, founded by investment professionals with long and in-depth experience in global financial markets.

Iniohos Advisory Services aims to provide top-end investment solutions to High Net Worth Individuals and institutional investors, ranging from proactive investment research to tailor made financial and risk modelling.

Our research covers the areas of investment and macroeconomic research, investment strategy and asset allocation, financial modelling and risk management.

See profile

Analysts

John Galakis

Nicolas Skourias

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U.S. Sector Performance & Factor Exposures

U.S. recession expectations: where do we stand?

Is the U.S. marketâ€™s steady outperformance about to turn?

U.S. equities should bottom 2-quarters before real GDP growth!

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