Data Snapshot
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


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

Pathway Demo and Download Data

You can download the excel file containing Categories, Goals, Measures and Actions. Please use Lunge App, to try the pathway data.
This section lists the Pathway type, Priority/ function areas, Sectors/ fields of life and People/ roles for the pathway.
Priority/ Function Areas:   Business & Industrial
Sectors/ Fields of Life:   Economy-wide
This section lists the Categories, Goals, Measures and Actions included in the pathway.
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
This section lists the details about pathway-specific attributes.