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Factor Returns
Michael Green
Michael Green
Simple US Factor Returns
  • Rank: 354
  • Followers: 6
  • Votes: 6
  • Years Member: 20
  • Last Update: 10 December 2020, 17:00
  • Categories:
    General Market Commentary
Auto-Size Charts
1. EWSC:SLY - Invesco S&P SmallCap 600 Equal Weight ETF/SPDR S&P 600 Small Cap ETF
chart

Size Factor in Small Cap

2. IWN:IWO - iShares Russell 2000 Value ETF/iShares Russell 2000 Growth ETF
chart

Small Value/Small Growth

3. RVRS:VOO - Reverse Cap Weighted US Large Cap ETF/Vanguard S&P 500 ETF
chart

Size Factor in Large

4. VOOV:VOOG - Vanguard S&P 500 Value ETF/Vanguard S&P 500 Growth ETF
chart

Value Factor in Large

5. VFMO:VUG - Vanguard U.S. Momentum Factor ETF/Vanguard Growth ETF
chart

Large Cap Momentum Factor vs Growth

6. Vanguard Momentum vs Vanguard Total US
chart

Momentum vs Broad

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