

Weekly Factor Returns
Volatility was positive in each index. The most volatile stocks outperformed the least volatile, on average, across the capitalization spectrum. Volatility was strongest in the Russell 2000 where the spread was +2.01%.
Brian
6 hours ago


Weekly Factor Returns
Medium-term momentum (MTM), within the small cap universe, experienced the largest move in terms of absolute return. The small cap MTM spread was +1.26%. MTM was positive in the Russell 1000 and negative among mid cap stocks.
Brian
Dec 29, 2025


Weekly Factor Returns
Value had mixed results between small cap stocks and mid and large cap stocks. Value was favored in the Russell 2000 where the most attractively valued stocks outperformed the least attractively valued by 1.26%. Value was not a determining factor among large and mid cap stocks.
Brian
Dec 22, 2025
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