Last week, in North America, the strongest relationship was with price-to-book value. About 87% of the performance last week of the MSCI North America index can be explained by price-to-book value. The lowest P/BV decile was up .1% on average, while the heighest P?BV decile was down 1.9% on average.
Below are the biggest losers from last week in North America, led by Whole Foods.
Below are the stocks in the MSCI North America index with highest book value. Should last week's factor performance trend continue into this week, these companies would be at the most risk.