Lunge Systems: Pathways

December_2020_Model_Performance_Report

auto-generated 31-Jan-2021

Monthly Model Performance Report December 2020 Confidential | Copyright 2020 IHS Markit Ltd Research Signals Model Performance Report Table of Contents Monthly Recap US Large Cap Models US Small Cap Models Canada Models Japan Models Australia - New Zealand Models Developed Europe Models Developed Pacific Models Developed World Ex-North America (EAFE) Models Emerging Markets Models Frontier Markets Models Specialty Models Appendix 2 3 4 5 6 7 8 9 10 11 12 13 14 1 Research Signals Model Performan

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model with one month relative value value sector performance in the small deep value value momentum universe the value momentum relative value value momentum earnings momentum price momentum momentum price momentum relative momentum december price momentum

Sources: IHS Markit

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Type: Industry Standards

Priority/ Function Areas: Business & Industrial

Sectors/ Fields of Life: Economy-wide

People/ Roles: Manufacturers Organizations Multi-Nationals Public Companies Private Corporations

Profiles: a models all rights the component the insurance december momentum the sector the returns dislcaimer markit europe models 060the sector pacific models we model the correlation garp value a model australia models this approach no warranty zealand stocks the stats all companies the value the model the semiconductor the factor the liquidity the decile

Goals: develop top securities create complement factors identify model garp incorporate level information include store sales develop model lagged enable historical model use comprehensive system develop spread performance struggle insurance models construct bottom assessment utilize specific metrics lag momentum models provide robust methodology identify growth stocks trail developed model subtract total returns provide consistent model generate oil model reserve use reproduction track same segment use take techniques provide alternative approach mitigate comprehensive model compare relative performance exploit noticeable performance

Measures: minimum marketcap america models same segment general factor cumulative stocks use reproduction past strength individual power growth stocks available calculations analyst forecasts emerge models rotation model historical growth equal universe alternative approach steep discount small model momentum models industryspecific models broad factors retail measures level information respective benchmark weight universe consistent model small momentum relative performance report table subject countries small factors europe model selection processes relevant metrics approach assessment consistent framework high growth canadian universe comprehensive system global countries key measures adjust basis month performance market segment local currency specific metrics top securities potential model small methodology develop countries inherent cyclicality retail companies bankandthriftspecific factors cap universe future model small universe noticeable performance insurance models favorable ranking emerge markets model descriptions excess returns strong month signal table traditional stocks rank model several models intrinsic value historical momentum emerge countries prior permission top decilequintile cumulative marketcap cumulative cumsum develop universe sustainable growth strong growth several model consistent outperformance write permission pacific universe large cap specific measures spread returns retail semiconductor decile return large cap1 score system develop model deep value style model total returns top stocks perform model retail models benchmark etfs large bank robust methodology hold period attractive model several factors factor signals small cap bottom assessment cyclical sectors report returns strong performance cap top operate metrics minimum cap unfavorable model short term relative value value stocks fundamental factors japan stocks bottom decilequintile unauthorised use small securities give period detail information large contributor total universe unattractive model available descriptions price changes growth model return performance marketcap stocks global stocks comprehensive model excess performance significant alpha thematic models crosssectional overlay disclosure reproduction construction methodology return spread develop markets cumulative returns decile basis decile returns valuation techniques decile spread historical model global securities eafe models spread performance universe methodology datum sources excess return value model store sales security trading free float net value good model large models same sales monthly report

Actions: return 077 construct assessment weight universe provide model develop securities qsg methodology report cap1 develop models description top use system value companies generate alpha lag models select stocks recap us provide approach return 614 trail pacific subtract returns include factors return 282 include themes develop europe enhance processes identify garp spread return incorporate forecasts generate outperformance compare performance reserve reproduction incorporate information exhibit performance develop america combine changes develop europe1 create factors emerge markets1 mitigate model complement set track segment identify stocks develop pacific1 utilize metrics develop top employ signals build quality enable model develop performance include sales combine models struggle models return 229 trail model return 157 value stocks return 506 develop pacific use techniques track stocks take growth leverage sources develop eafe1 identify trading exploit performance provide methodology develop lagged generate model

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