Sector Excess Returns — Industry Rotation Across 6 Equity Markets

Track sector-level excess returns and industry rotation across US, China, Japan, Hong Kong, Taiwan, Korea, India, and UK markets. Daily relative performance vs market, rolling 21-day momentum, and intra-sector dispersion to identify rotation patterns.

What this page shows

• Per-sector daily excess return vs market benchmark
• Rolling 21-day and 63-day sector momentum
• Sector dispersion — within-sector return spread
• Top contributors and detractors per sector
• Sector-level beta and concentration metrics

Methodology

Sector classifications use GICS where available, with market-specific fallbacks for non-US listings. See sector rotation and beta tilts and factor attribution.

Related pages

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