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.
To read the full report, please click here.