AlphaScreens: The might of momentum

AlphaScreens: The might of momentum

Factor investing - the practice of isolating stocks which score highly on isolated risk-return metrics or 'factors' - has been much in vogue for the past five years or so, with a proliferation in so-called smart beta ETFs which aim to isolate factor returns. Arguably the investment phenomenon that excites academics the most is momentum, which is the process whereby rising share prices tend to beget more of the same. 

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