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Weekly Factor Returns
Value was not favored last week. The most attractively valued stocks underperformed the least attractively valued by a wide margin across each index. Value declined by 3.68% in the Russell 2000, 3.87% in the Russell MidCap, and by 3.65% in the Russell 1000. The small cap Value spread was greater than one standard deviation below its average, while the large and mid cap Value spreads were each greater than two standard deviations below their averages.
Brian
44 minutes ago
Monthly Market Data - May 2026
Commodities declined in May, a reversal of the strong positive trend over the past few months. The drop in the price of Oil was a major factor in Commodities' decline.
All equity markets were positive. Emerging Markets had the strongest month, followed by U.S. Large Cap. International Developed had the weakest gain among global equity markets.
Fixed Income had a marginal decline of four basis points.
Real Estate appreciated by les than one-half percent.
Brian
4 days ago
Weekly Factor Returns
Medium-term momentum (MTM) contributed positively to the broad equity index performance. Stocks that had outperformed the most over the preceding six months continued to outperform last week. MTM was strongest in the small cap universe. The small cap MTM spread was +3.01%, which was one standard deviation above its weekly average.
Brian
Jun 15