Momentum: no small matter

Momentum in its simplest form suggests that recent winners will continue to do well, while recent losers will continue to underperform.

Momentum has been long recognised as a strategy that outperforms in various global markets. The bulk of these findings have, however, been based on large cap stocks, and within this segment, momentum has shown diminishing returns in recent years.

In this Research Insight, we take a closer look at momentum in the global small cap universe, to see if and where this strategy can add outperformance.

Written by

Tracey Franks

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