更多资料加入知识星球：水木调研纪要 关注公众号：水木纪要 Morgan Stanley I RESEARCH FOUNDATION Exhibit 42: YTD Factor Return within Industrials Top 1000 Industrials YTD Factor Return 开报数据加V：shuinu9870 Rank Factor Return 1 12m-1m Residual Momentum (High vs Low) 12.2% 2 9-Month Price Momentum (High vs Low) 11.8% 3 1-Year Sales Growth (High vs Low) 10.1% 4 12-Month Price Momentum (High vs Low) 9.6% 5 6-Month Price Momentum (High vs Low) 研纪要和研报 8.9% 6 Forecast long term growth (High vs Low) 8.8% 7 1-Year EPS Growth (High vs Low) 8.0% 8 Com ...