MacroQuant Essentials: Style Score Prefers Small Cap Value
Published on
The BCA Style Score now favors large-cap value and the MacroQuant Sector model downgraded materials and communication services. As an addendum, we look at the average Value and Quality scores per sector for small caps and generate a screen based on the results.
BCA Research | Equities
Macro, fundamental, and quantitative analysis translated into actionable equity views across sectors, factors, themes, and baskets.
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