
Brian
4 hours ago
Momentous Momentum
Last week was the first week of at least a two standard deviation move (positive or negative) in over two years. The last negative three ...

Brian
4 days ago
Weekly Factor Returns
There was an extreme Momentum reversal last week. Stocks exhibiting the most MTM within the large cap universe at the start of the week ...

Brian
Mar 7
Monthly Market Data - February 2025
Domestic equities were among the worst performing asset classes in February. U.S. Small Cap stocks had the largest decline, followed by ...

Brian
Mar 3
Weekly Factor Returns
Value and Volatility had divergent returns, which is typical due to their inverse correlation. Volatility was negative as investors sought

Brian
Feb 24
Weekly Factor Returns
Volatility had the largest spreads in each index. Lower Volatility was favored during the broader market’s decline. The most volatile stocks

Brian
Feb 18
Weekly Factor Returns
Size had the most divergent returns between the two indices. The largest stocks outperformed the smallest by 1.10% in the Russell 1000. The

Brian
Feb 14
Monthly Market Data - January 2025
All major asset classes were positive in the first month of 2025. International Developed equities had the best performance. Commodities ...

Brian
Feb 10
Weekly Factor Returns
Stocks with the most attractive Value rankings underperformed, on average, those stocks with the weakest Value rankings in each index. The..

Brian
Feb 3
Weekly Factor Returns
Stocks exhibiting lower Volatility tended to outperform during the market’s decline. Stocks ranked highest on Volatility underperformed ...

Brian
Jan 31
2024 Q4 & FY Small Cap Factor Review
Medium-term momentum (MTM) was the leading factor in the Jackson Creek small cap universe (among our five key factors). MTM was very strong