Table of Contents
Reporting Season Relief ..........................................................3
The Style Environment.............................................................5
Part 1 Composite Factors ........................................................7
Part 2 Price Momentum Factors............................................13
Part 3 Earnings Momentum Factors .....................................19
Part 4 Value Factors...............................................................26
Part 5 Quality Factors ............................................................34
Part 6 Risk Factors.................................................................40
Part 7 J.P.Morgan Quant Services – Back-Testing..............51
Viewing the Results................................................................54
Universe & Factor Construction............................................58