Momentum, the tendency of past winner stocks to outperform past loser stocks over the next several months, is one of the most well-documented and well-researched asset pricing anomalies. In our book ...
Momentum strategies have excelled in 2024, driven by mega-cap stock rallies and unusual market conditions, though 2025 may see narrower outperformance. The iShares MSCI USA Momentum Factor ETF ...