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Of Quants &Fundamentals:Looking for laggards

编辑 : 王远   发布时间: 2017.11.17 16:30:04   消息来源: sina 阅读数: 60 收藏数: + 收藏 +赞()

Although Macquarie’s equity strategists believe that stock market leaders willcontinue to do ...

Although Macquarie’s equity strategists believe that stock market leaders willcontinue to do well in this market environment, we have done a systematicscreening exercise looking for market laggards. We have performed two differentscreens: fundamental and quantitative. We searched for high quality/high growthstocks which have underperformed, both on a Year to Date basis and for the lastthree months.

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