Equity Analysis /
Global

WHAT’S IN A FACTOR? BREAKDOWN BY SECTORS

    FactorResearch
    27 August 2021
    Published byFactorResearch
    1. Some factors show structural sector exposure while others rotate sectors frequently
    2. Sector concentrations explain factor performance and may represent concentration risks
    3. Value is currently long Financials, Low Volatility is short Health Care, and Growth is short Energy