Sorting Country Equity Markets By Value and Momentum

Below are a few charts that sort country equity ETFs by Value (a combination of CAPE, 1P/E, Cash Flow Yield, Book Value, and Dividend Yield) and Momentum (1,3,6,12 month returns), as well an average of the two values.

This is for end of May so there is a bit of a lag…and disclosure we and our clients own/may own some or all of these funds.  Lots in the archives if you search value and momentum…

Sorting on Value

Sorting on Momentum


Sorting on Value and Momentum