Customer Logins

Obtain the data you need to make the most informed decisions by accessing our extensive portfolio of information, analytics, and expertise. Sign in to the product or service center of your choice.

Customer Logins

My Logins

All Customer Logins
S&P Global Market Intelligence

  • S&P Global
  • S&P Dow Jones Indices
  • S&P Global Market Intelligence
  • S&P Global Mobility
  • S&P Global Commodity Insights
  • S&P Global Ratings
  • S&P Global Sustainable1
Close
Discover more about S&P Global’s offerings
Investor Relations
  • Investor Relations Overview
  • Investor Presentations
  • Investor Fact Book
  • News Releases
  • Quarterly Earnings
  • SEC Filings & Reports
  • Executive Committee
  • Corporate Governance
  • Merger Information
  • Stock & Dividends
  • Shareholder Services
  • Contact Investor Relations
Languages
  • English
  • 中文
  • 日本語
  • 한국어
  • Português
  • Español
  • ไทย
About
  • About Us
  • Contact Us
  • Email Subscription Center
  • Media Center
  • Glossary
Product Login
S&P Global Market Intelligence
  • Who We Serve
  • Solutions
  • News & Insights
  • Events
  • Product Login
  • Request Follow Up
  •  
    • Academia
    • Commercial Banking
    • Corporations
     
    • Government & Regulatory Agencies
    • Insurance
    • Investment & Global Banking
     
    • Investment Management
    • Private Equity
    • Professional Services
  • WORKFLOW SOLUTIONS
    • Capital Formation
    • Credit and Risk Solutions
    • Data & Distribution
    • Economics & Country Risk
    • Sustainability
    • Financial Technology Solutions
     
    • Issuer & IR Solutions
    • Lending Solutions
    • Post Trade Processing
    • Private Markets
    • Risk, Compliance, & Reporting
    • Supply Chain
    PRODUCTS
    • S&P Capital IQ Pro
    • S&P Global Marketplace
    • China Credit Analytics
    • Climate Credit Analytics
    • Credit Analytics
    • RatingsDirect ®
    • RatingsXpress ®
    • 451 Research
    See More S&P Global Solutions
     
    • Capital Access
    • Corporate Actions
    • KY3P ®
    • EDM
    • PMI™
    • BD Corporate
    • Bond Pricing
    • ChartIQ
  • CONTENT
    • Latest Headlines
    • Special Features
    • Blog
    • Research
    • Videos
    • Infographics
    • Newsletters
    • Client Case Studies
    PODCASTS
    • Economics & Country Risk
    • IR in Focus
    • Maritime and Trade Talk
    • Masters of Risk
    • Next in Tech
    • Private Markets 360°
    • Street Talk
    • The Pipeline: M&A and IPO Insights
    SEE ALL EPISODES
    SECTOR-SPECIFIC INSIGHTS
    • Differentiated Data
    • Banking & Insurance
    • Energy
    • Maritime, Trade, & Supply Chain
    • Metals & Mining
    • Technology, Media, & Telecoms
    • Investment Research
    • Sector Coverage
    • Expert Directory
    More ways we can help
    NEWS & RESEARCH TOPICS
    • Credit & Risk
    • Economics & Country Risk
    • Financial Services
    • Liquidity Crunch
    • Maritime & Trade
    • M&A
    • Private Markets
    • Sustainability & Climate
    • Technology
    See More
    • All Events
    • In-Person
    • Webinars
    • Webinar Replays
    Featured Events
    In PersonNavigating Credit Risk: Exploring Europe's Evolving Landscape
    • 09/26/2023
    • Paseo de la Castellana, 7 Madrid 28036 Spain
    • 9:30 AM – 1:00 PM CET
    Webinar Unveiling Economic Uncertainties: Analyzing Macroeconomic Impact on Industry Credit Risks
    • 09/27/2023
    • Live, Online
    • 03:00 pm - 04:00 pm SGT
    In PersonHosting and Cloud Transformation Summit 2023
    • 10/10/2023
    • SECOND, NYC, 849 6th Ave, New York
    • 7:30am – 6:30pm EDT
  • PLATFORMS
    • S&P Capital IQ Pro
    • S&P Capital IQ
    • S&P Global China Credit Analytics
    OTHER PRODUCTS
    • Credit Analytics
    • Panjiva
    • Money Market Directories
     
    • Research Online
    • 451 Research
    See All Product Logins
EQUITIES COMMENTARY Aug 08, 2022

July 2022 Model Performance Report

Research Signals - July 2022

  • US: Model performance was weak across the board for the US Large Cap universe, with the Historical Growth model earning highest returns at 3.85%. The Value Momentum 2 model performed the worst, while the rest of the models also saw negative returns. The models overall performed well over the US Small Cap universe, our Historical Growth model was the best performing model with one month quintile return spread performance of 5.57%.
  • Developed Europe: The models over the Developed Europe universe struggled during the month.
  • Developed Pacific: Over the Developed Pacific universe, the Price Momentum model had the strongest one month decile return spread performance, returning 5.12%, while the Relative Value model lagged. The Value Momentum model's one year cumulative performance is currently 27.85%.
  • Emerging Markets: The Price Momentum model had the strongest one month quintile return spread performance, returning 2.43%. The Price Momentum model's one year cumulative performance is still the highest for the EM universe at 30.26%.
  • Sector Rotation: The US Large Cap Sector Rotation model returned -2.70%. The Healthcare sector had a favorable ranking and the Cyclicals sector had an unfavorable ranking. The US Small Cap Sector Rotation model struggled with a return of -2.00%. The Energy sector had a favorable ranking and the Telecom sector had an unfavorable ranking. The Developed Europe Sector Rotation model struggled during the month. The Healthcare sector had a favorable ranking and the Financials sector had an unfavorable ranking.
  • Specialty Models: Within our specialty model library the Bank and Thrift 2 had the strongest one month decile return spread performance returning 2.89% while the Semiconductor model lagged. The Retail model's one year cumulative performance is the highest at 35.15% while the Bank and Thrift 2 model's performance is the lowest at 1.6%.

Download full article


S&P Global provides industry-leading data, software and technology platforms and managed services to tackle some of the most difficult challenges in financial markets. We help our customers better understand complicated markets, reduce risk, operate more efficiently and comply with financial regulation.


This article was published by S&P Global Market Intelligence and not by S&P Global Ratings, which is a separately managed division of S&P Global.

Previous Next
Recommended for you

Data and Information Services
Trade Processing
Risk and Regulatory Compliance
Financial Technology Solutions
Related Posts
VIEW ALL
Equities Commentary Sep 14, 2023

The long / short report September 2023

Equities Commentary Sep 13, 2023

Securities Finance Germany H1 2023 Snapshot

Equities Commentary Sep 08, 2023

US equities, the powerhouse for near-record securities lending revenues during H1 2023

VIEW ALL
{"items" : [ {"name":"share","enabled":true,"desc":"<strong>Share</strong>","mobdesc":"Share","options":[ {"name":"facebook","url":"https://www.facebook.com/sharer.php?u=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2fresearch-analysis%2fjuly-2022-model-performance-report.html","enabled":true},{"name":"twitter","url":"https://twitter.com/intent/tweet?url=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2fresearch-analysis%2fjuly-2022-model-performance-report.html&text=July+2022+Model+Performance+Report+%7c+S%26P+Global+","enabled":true},{"name":"linkedin","url":"https://www.linkedin.com/sharing/share-offsite/?url=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2fresearch-analysis%2fjuly-2022-model-performance-report.html","enabled":true},{"name":"email","url":"?subject=July 2022 Model Performance Report | S&P Global &body=http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2fresearch-analysis%2fjuly-2022-model-performance-report.html","enabled":true},{"name":"whatsapp","url":"https://api.whatsapp.com/send?text=July+2022+Model+Performance+Report+%7c+S%26P+Global+ http%3a%2f%2fwww.spglobal.com%2fmarketintelligence%2fen%2fmi%2fresearch-analysis%2fjuly-2022-model-performance-report.html","enabled":true}]}, {"name":"rtt","enabled":true,"mobdesc":"Top"} ]}
Filter Sort
  • About Us
  • Quality Program
  • Contact Us
  • Email Subscription Center
  • Press Releases
  • Careers
  • Corporate Responsibility
  • Our History
  • Investor Relations
  • Leadership
  • © 2023 S&P Global
  • Terms of Use
  • Cookie Notice
  • Privacy Policy
  • Disclosures
  • Do Not Sell My Personal Information