• Skip to primary navigation
  • Skip to main content
  • Skip to primary sidebar

Factor Beta

Blog About Stuff

  • Home
  • About
  • Contact

Developed Markets Factor Returns

12/05/2021 By FactorBeta

In foreign developed markets, value stocks have been the best performing factor on a year-to-date basis through November 30, 2021. Quality and growth stocks have also outperformed the MSCI EAFE Index as well.

The anemic returns for momentum and yield oriented stocks have been disappointing.

When examining the excess returns on a five-year basis, quality, growth and momentum have delivered the highest excess returns relative to the MSCI EAFE Index.

It is not a huge surprise that value and high dividend stocks have not outperformed the MSCI EAFE Index over the last five years.

Primary Sidebar

Search

Recent Blog Posts

  • MSCI EAFE Index Calendar Returns & Drawdown
  • Middle East Stocks – One of 2021’s Emerging Markets Bright Spots
  • Emerging Markets Factor Returns
  • Developed Markets Factor Returns
  • Foreign Value Stocks – An Oasis or a Mirage?
  • Emerging Markets – What’s Under the Hood?
  • Election Prediction Roulette
  • Investing in MLPs? Know What You Own…
  • The Agony of Value Investing
  • S&P 500 Calendar Year Returns

Copyright © 2023 · FactorBeta · Disclaimer · Contact