October 18, 2023

Equity Factor Insights - October 2023

Quarterly report

Value holds edge in Q3 global malaise

Key highlights:

  • Value perseveres as risk rallies lose steam
  • Soaring Energy stocks, a major return driver
  • EM factors in synch with DM peers
  • Factor valuations contract

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.

To support your investment decision-making, we produce specialist content that provides analysis and insights on a range of investment topics. Go to our Global Investment Research hub for valuable market insights.

Webinar - Thursday October 26, 2023

Equity Factor Insights - Your Quarterly Deep Dive

Mark Barnes, PhD

Head of Global Investment Research, America

Sandrine Soubeyran

Director, Global Investment Research

Join members of FTSE Russell's Global Investment Research team for their quarterly deep-dive into global and regional equity factors to:

  • Catch up on the ebb and flow of global factor performance this year
  • Get the details behind Value’s continued resilience in the Q3 market slump, particularly vs Quality
  • Learn what role surging oil prices and interest rates played on factor leadership across regions
  • See where factor valuations and the Quality/Value premium stand now

You'll hear actionable insights on performances, industry exposures, macroeconomic rotation drivers and valuations across factors from a global and regional perspective. The discussion will draw upon key findings from our quarterly Market Maps Equity Factor Insights report.

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