UBS Equities-China A-Share Style Guide _A return to risk-off mode in May_...-108523880
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- 📄 文件全名
- 《UBS Equities-China A-Share Style Guide _A return to risk-off mode in May_...-108523880.pdf》
- 🎯 适合读者
- 战略规划行业研究员
- 📊 核心数据
- the US Dollar Index declined from 14% in April to 11%. Pair-wise correlations across the
- Risk factors recording gains. Value and its sub-factors posted positive returns on a longshort basis, with 12-month forward Earnings Yield FS (estimated by FactSet) up 5%.
- May. Growth and Quality suffered losses with 12-month trailing EPS Growth down 3%
- and Delta Quality down 2%. Momentum factors' performance showed dispersions,
- 🏷️ 核心议题
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