

Weekly Factor Returns
The spread between the most attractively valued stocks and the least attractively valued stocks was +2.70% in the Russell 2000 and +1.71% in
Brian
Jun 24, 2024


Weekly Factor Returns
Within the large cap universe, Size was the predominant factor last week. The largest companies in the Russell 1000 outperformed the small..
Brian
Jun 10, 2024


Monthly Market Data
U.S. Large Cap and International Developed markets had the highest returns for the month ending May 31, 2024. U.S. Small cap was a close sec
Brian
Jun 7, 2024


Weekly Factor Returns
Medium-term momentum (MTM) in the large cap universe was +3.21%. The stocks that had outperformed the most over the prior six months cont...
Brian
May 28, 2024


Weekly Factor Returns
Factor returns were directionally similar between the two indices. Value and Volatility were the dominant influences. Each spread was ...
Brian
May 20, 2024


Weekly Factor Returns
Volatility was negative, indicating stocks exhibiting lower Volatility were rewarded last week relative to those with the highest Volatility
Brian
May 13, 2024
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