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Momentum
K Score
Momentum
Value
Growth
Quality
Region:
United States
China
0
Price Momentum Factor - US
Short, medium & long term, breadth momentum
0
Risk-Adjusted Momentum Factor - US
Risk metrics for periods of 50, 100 & 200 days
0
Idiosyncratic Momentum Factor - US
Also called residual momentum, history since 2003
0
Trend Momentum Factor - US
Price & return moving average, trend analysis
Kavout’s K Score – US stock ranking is now accessible via IEX Cloud, under Premium Data.