

Weekly Factor Returns
Equity indices were positive in the holiday-shortened trading week ended November 24th. The Russell 1000 gained 1.05% and the Russell 2000..

Brian
Nov 27, 2023


Weekly Factor Returns
Equity indices rose during the week ended November 17th. The small cap Russell 2000 (+5.49%) more than doubled the return of the large cap..

Brian
Nov 20, 2023


Weekly Factor Returns
Equity markets had mixed results last week. Large cap stocks rose, while small cap stocks declined. The Russell 1000 index gained 1.16%.

Brian
Nov 13, 2023


Weekly Factor Returns
Equity markets had a very positive week. The Russell 1000 rose 5.98% and the Russell 2000 rose 7.59%. Small cap factor returns were signific

Brian
Nov 6, 2023


Weekly Factor Returns
Equity markets declined for the second straight week. The Russell 1000 fell 2.59% while the Russell 2000 fell 2.60%. Factor spreads were als

Brian
Oct 30, 2023


Weekly Factor Returns
Large and small cap equity indices declined for the week ended October 20th. The Russell 1000 declined 2.39% and the Russell 2000 declined 2

Brian
Oct 23, 2023


Weekly Factor Returns
Equity markets were mixed for the third consecutive week. The large cap Russell 1000 gained 0.37% while the small ap Russell 2000 declined..

Brian
Oct 16, 2023


Third Quarter Factor Update
Through the end of September, Value has the best year-to-date performance, with a spread of 11%. This means the average return of the...

Brian
Oct 12, 2023


Weekly Factor Returns
Equity markets were mixed last week. Small cap stocks sold off sending the Russell 2000 down 2.19% while large cap stocks manufactured a ...

Brian
Oct 9, 2023


Weekly Factor Returns
Equity indices were mixed last week. Large cap stocks, represented by the Russell 1000, declined 0.58%. The Russell 2000 small cap index ...

Brian
Oct 2, 2023


Weekly Factor Returns
Equities declined in the week ended September 22nd. The Russell 1000 fell 2.98% while the Russell 2000 fell 3.81%. Volatility was the lead..

Brian
Sep 25, 2023


Weekly Factor Returns
Index returns were slightly negative. The large cap Russell 1000 declined 0.15% and the small cap Russell 2000 declined 0.20%. Factor spread

Brian
Sep 18, 2023


Value Has A Pulse
In case you missed it, Value is peeping it’s head up from the depths of despair. We have written a couple times this year on Value’s unde...

Brian
Sep 14, 2023


Weekly Factor Returns
Stocks declined during the four-day trading week ended September 8th. The Russell 1000 declined 1.30% and the Russell 2000 declined 3.08%.

Brian
Sep 11, 2023


Weekly Factor Returns
Stock indices were positive for the last week of August. The Russell 1000 gained 2.72% and the Russell 2000 gained 3.67%. Volatility was ...

Brian
Sep 5, 2023


Weekly Factor Returns
Index returns were mixed last week. The large cap Russell 1000 rose 0.81% while the small cap Russell 2000 declined 0.29%. Capitalization...

Brian
Aug 28, 2023


Weekly Factor Returns
Stocks were lower for the third consecutive week. The Russel 1000 declined 2.12% while the Russell 2000 declined 3.36%. Higher Volatility...

Brian
Aug 21, 2023


Weekly Factor Returns
Domestic equities were negative for the second straight week. The Russell 1000 declined 0.39% while the Russell 2000 declined 1.62%. Value..

Brian
Aug 14, 2023


Weekly Factor Returns
Equity indices finished negatively last week after three consecutive weeks of gains. The Russell 1000 declined 2.23% and the Russell 2000...

Brian
Aug 7, 2023


Weekly Factor Returns
Both the Russell 1000 (+0.99%) and the Russell 2000 (+1.09%) rose by similar amounts. All factor spreads were within normal ranges. Vol...

Brian
Jul 31, 2023