May 2022 Factor Performance Analysis

Value’s surge continues in all major markets.

Stocks paused their long losing streak in May, with major indices remaining largely flat on the month. Around the world, factor performance saw some common trends, with Value and Yield outperforming in all regions and defensive strategies paying off in most regions—but not all.

Our latest report uses Style Analytics data to examine factor performance from May across four geographic regions: the US, Europe, Emerging Markets and Australia. Gain insights across seven different factors and 23 sub-factors to uncover:

  • What types of companies US investors are favoring in this uncertain market environment
  • Why a defensive strategy is not paying off in Europe—and what this means for investors
  • Where Emerging Markets differed from the US, despite a similar performance profile overall
  • What contributed to Australia’s strong boost towards defensive factors

Download the report today.

About the Author:

Jim Monroe, CFA
Senior Consultant
Investment Metrics, a Confluence company

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