We looked at what factors do the best in September in Japan and as you can see by the chart below found that longer-term price momentum  and positive earnings revision names tend to do the best. On the other side, Value (low PE and high dividend yield) names historically have not done well in September.   Note: The IC is a ranked information coefficient or basically the correlation between the factor and price performance.    On the Positive side.... We screened for names that...(continued)

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