Key Points: 

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 assessing how your portfolio biases are influencing outcomes during periods of volatility or otherwise.

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