UBS Equities-China A-Share Style Guide _Another good month for quant fact...-108939541
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- 📄 文件全名
- 《UBS Equities-China A-Share Style Guide _Another good month for quant fact...-108939541.pdf》
- 🎯 适合读者
- 战略规划行业研究员
- 📊 核心数据
- Crude Oil declined from 12% in May to 9% last month. Pair-wise correlations across the
- Large Caps factors recording the highest gains, up 8% and 6%, respectively. Growth
- returns of 20% and 18%, while Low Risk and Earnings Revision generated 17% and
- 15%, respectively. In general, the first half of 2024 was a good time for most quant
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