Revisiting Earnings Acceleration as a Source of Diversifying Excess Returns

Global Growth

Earnings acceleration—a change in the velocity of growth—indicates something is affecting a company’s business prospects. Identifying that force has been a cornerstone of our growth investment process for more than 30 years.

Our Global Growth Equity Desk expanded the scope of analysis to determine the continued viability of earnings acceleration as a potential source of significant, durable and diversifying excess returns. Does the data still stand up? 

Research Highlights:

  • Percent of companies with positive earnings over time
  • Distribution of accelerating companies by sector
  • Excess returns over MSCI ACWI Index
  • Excess returns by region and decile
  • Correlation of an earnings acceleration portfolio to three equity factors: momentum, value and size

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