Factors Turn Bizarro Across Global Markets

By David Garff, AccuVest Global Advisors President In 2014, we wrote a paper about multifactor investing at a global level. The original paper can be found here and here. Our conclusion was that using a combination of strong fundamentals (ROE), high momentum (three-month total return in local currency), lower risk (decreasing semi-standard deviation) and cheap…Click to read more at ETFtrends.com.