Liz Ann Sonders · X· LizAnnSonders·2026-11-03 08:05· 6 小时前AI 评分17

S&P 500 纯价值因子领跑，跑赢基准 9.3 个百分点

Per @SPDJIndices factors: For much of the year, Momentum, High Beta and Pure Growth set the pace among U.S. factors. In recent weeks, how...

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S&P 500 纯价值因子近期超越动量因子领跑，年内涨幅达 20.5%，跑赢基准 9.3 个百分点。动量因子仅小幅跑赢大盘 0.6%。股息策略和等权重指数也缩小了与基准的差距。