While momentum has been the highest returning factor in the Australian share market over recent years, many Australian equity managers have a strong anti-momentum bias, which has undermined their performance for several years running.
Research we’ve recently conducted on the momentum factors reveals high momentum stocks have outperformed low momentum stocks by 18.4 per cent over the past 10 years to 30 August, 2020, making momentum the highest returning factor in the Australian share market.
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