January 18, 2024

Equity Factor Insights - January 2024

Quarterly report

Factor patterns reverse in Q4 global rally

Key highlights:

  • (Small) Size and Momentum shine in Q4 risk rally
  • Energy malaise and lower yields are major return drivers
  • Emerging’s factor patterns deviate from developed market peers
  • Factor valuations expand

Published quarterly, this report provides actionable insights on global and regional factor performances, sector exposures, rotation drivers and macro sensitivities, using proprietary quarter-end data from the FTSE Global Factor Index Series. It's part of a series of Market Maps reports, available by email as soon as they are published.

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