S&P Europe 350® Factor Dashboard

Date 04/04/2018

European equities experienced a difficult quarter as the S&P Europe 350^® declined and all our European equity factor strategies fell. Despite surging volatility, stock-level dispersion was low.
Many strategies benefitted from greater exposure to small size; all our core Europe factor indices gained, as did Equal Weight.
Although Momentum outperformed, market participants may want to keep a close eye on recent trends.