MomSeasonShort

Seasonal Return (1Y) — Heston and Sadka 2008

Momentum

Quick facts

Factor ID MomSeasonShort
Display name Seasonal Return (1Y)
Family Predictor
Category Momentum
Direction higher_expected_return
Status supported
Paper Heston and Sadka 2008
Source tables
Required fields
PIT required no
Coverage 2011-01-28 – 2026-05-15 · 617,225 rows · 90.1% of panel

Formula

return in same month one year ago

China adaptation

No adaptation note.

Direction-adjusted cumulative return

0.83 0.95 1.08 1.21 1.33 2011-01 2014-11 2018-09 2022-07 2026-04

Return metrics

Metric Value
Months in sample 184
Monthly mean 0.0934%
Monthly std 2.0445%
Annualized Sharpe 0.16
t-stat (simple) 0.62
Hit rate (months > 0) 49.5%
Last 12M compounded -10.82%
Cumulative wealth (start = 1) 1.144

Recent 12 months

Month L/S return Cumulative Names
2025-05 +2.57% 1.315 5046
2025-06 -2.84% 1.278 5055
2025-07 -5.20% 1.212 5057
2025-08 -1.62% 1.192 5061
2025-09 +0.04% 1.192 5069
2025-10 -4.67% 1.137 5075
2025-11 -2.89% 1.104 5081
2025-12 +1.52% 1.121 5088
2026-01 +0.66% 1.128 5095
2026-02 +2.54% 1.157 5099
2026-03 +1.29% 1.171 5104
2026-04 -2.38% 1.144 5099

Known data issues

None recorded.

Notes

None recorded.

See also: Momentum family, Factor library, Factor returns.