REPORT

November 2021 Factor Performance Analysis

Unusual dynamics: Mixed signals across Value, Growth and Quality

In November, stock indices were down around the world and inflation rose at its fastest rate since 1982. From a factor perspective, November was a very different month from what we’ve seen recently. Our latest report from Style Analytics examines November’s factor performance across four geographic regions: the US, Europe, Emerging Markets and Australia.

Gain insights regarding:

  • An interesting twist for Forecast Growth across all regions – and what this says about investors
  • Why the outperformance of Value in the U.S. is unprecedented
  • Which stocks are significantly underperforming in Europe
  • Sub-factor inconsistency in Emerging Markets
  • Clear factor outperformance in Australia

Download the report today.

About the Author:

Damian Handzy
Head of Research & Applied Analytics
Investment Metrics

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