FactSet(@FactSet):Is momentum dead? Split by macro regime, its Information Ratio swings from 0.44 in expansion to -0.34 in contraction post-2007, a wider spread than before 2007. The premium did not vanish. It reorganized around the growth cycle. Read the full article: https://t.co/WF05Ozecnp

FactSet

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FactSet@FactSet

2026.10.01 17:06

Is momentum dead? Split by macro regime, its Information Ratio swings from 0.44 in expansion to -0.34 in contraction post-2007, a wider spread than before 2007. The premium did not vanish. It reorganized around the growth cycle. Read the full article:

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