Factors

Momentum

The tendency of assets that have recently outperformed to continue outperforming, and those that have underperformed to continue underperforming, over intermediate time horizons.

Related Terms

Trend FollowingMean Reversion

Articles about this term

Trend Following: The Case for Time-Series Momentum
13 min
The Momentum Factor: Why Winners Keep Winning
12 min
Factor Investing: A Practitioner's Primer
14 min
Factor Timing: Can You Time the Factors?
13 min
The Fama-French Five-Factor Model Explained
12 min
← Back Glossary