Source: Bloomberg Briefs
From Paul Smith:
It’s a mixed bag of style factors that have propelled and dragged back equity returns across the U.S., Europe and Asia. Value has contributed most to the S&P 500 index of the 10 style factors shown. For the European Stoxx 600, the best performing factor is size, and in Asia, it’s dividend yield. The data are for this year through Nov. 11.