Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.
US: Within the US Large Cap universe the Price Momentum model
had the strongest one month decile return spread performance,
returning 1.69%, while the Relative Value model lagged. Over the US
Small Cap universe our Relative Value model had the strongest one
month decile return spread performance, returning 6.40%, while the
Earnings Momentum model lagged.
Developed Europe: Within the Developed Europe universe our
Price Momentum model was the top performer on a one month decile
return spread basis, returning 1.45%, while the Earnings Momentum
model trailed.
Developed Pacific: Over the Developed Pacific universe, the
Price Momentum model had the strongest one month decile return
spread performance, returning 2.10%, while the Value Momentum model
lagged. The Price Momentum model's one year cumulative performance
is currently 15.84%.
Emerging Markets: Within the Emerging Markets universe our
Earnings Momentum model had the strongest one month decile return
spread performance, returning 2.32%, while the Price Momemntum
model lagged. The Price Momentum model's one year cumulative
performance is the highest for the EM universe at 16.26%.
Sector Rotation: The US Large Cap Sector Rotation model
returned 0.10%.The Healthcare sector had a favorable ranking and
the Basic Materials sector had an unfavorable ranking.The US Small
Cap Sector Rotation model performed well, returning 2.60%. The
Telecom sector had a favorable ranking and the Basic Materials
sector had an unfavorable ranking.The Developed Europe Sector
Rotation model returned 0.90%. The Tech sector had a favorable
ranking and the Energy sector had a unfavorable ranking.
Specialty Models: Within our specialty model library the Bank
and Thrift 2 and the Semiconductor models had the strongest one
month decile return spread performance returning 3.57% and 1.25%,
respectively, while the Technology and the Insurance models
struggled. The Oil and Gas model's one year cumulative performance
has improved to 21.29% while the Technology model's performance
decreased to -14.49%.
IHS Markit provides industry-leading data, software and technology platforms and managed services to tackle some of the most difficult challenges in financial markets. We help our customers better understand complicated markets, reduce risk, operate more efficiently and comply with financial regulation.
