In Foresight’s monthly Australian Equity Performance review, we look at the performance of key market factors: the various structural drivers of Australian share market. Foresight factor premiums show the returns attached to generally accepted, systematic drivers of market returns. Foresight computes long-short factor premiums to isolate the pure effect. Factor premiums can be highly useful in manager diligence process and in particular assessing how portfolio biases are influencing outcomes during periods of volatility or otherwise. The current report card shows the Market, Value and Size factors have taken leadership over the past 12 months from Growth, Quality and Momentum.
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