Companies with attractive historical price returns over a 3, 6 and 12 month time-frame, relative to the market and/or their industry sector. This factor comprises the following sub-factors:
Three-month Price Return
- The percentage change in adjusted security price over a three month period.
Six-month Price Return
- The percentage change in adjusted security price over a six month period.
Twelve-month Price Return
- The percentage change in adjusted security price over a twelve month period.