Strategy Note /
Global

VALUE + QUALITY OR HIGH QUALITY VALUE STOCKS?

    FactorResearch
    6 October 2021
    Published byFactorResearch
    1. Investors can either combine single-factors into a portfolio or sort stocks for several factor characteristics
    2. Double-sorting seems to work better for Value & Quality than for Value & Momentum
    3. The combination portfolios show the highest risk-return profiles, albeit at lower returns