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Weekly Factor Returns
Equity indices moved higher last week. The smaller capitalized Russell 2000 gained 1.52% and the Russell 1000 gained 0.71%. Most factor ...
Brian
Jul 24, 2023
Halftime Update
As of June 30th, Volatility’s positive spread ranks among the top four years going back to 2000. 2009 led all years with a 95% spread, ...
Brian
Jul 20, 2023
Weekly Factor Returns
Equity markets rose last week with the smaller capitalized Russell 2000 (+3.58%) beating the large cap Russell 1000 (+2.58%). Higher Vol...
Brian
Jul 17, 2023
Weekly Factor Returns
The Russell 1000 and 2000 were negative last week. The large cap index lost 1.08% and the small cap index lost 1.26%. Large cap factor ...
Brian
Jul 10, 2023
Weekly Factor Returns
The Russell 1000 gained 2.51% and the Russell 2000 gained 3.75% last week. Index returns were influenced by several factors with returns...
Brian
Jul 3, 2023
Weekly Factor Returns
The Russell 1000 and Russell 2000 were negative last week. The large cap index declined 1.51% and the small cap index declined 2.86%. Factor
Brian
Jun 26, 2023
Weekly Factor Returns
Stocks were positive last week with the Russell 1000 rising 2.64% and the Russell 2000 up 0.58%. Factor spreads were mostly within normal...
Brian
Jun 20, 2023
Weekly Factor Returns
Stocks were positive last week with the Russell 1000 rising 0.42% and the Russell 2000 rising 1.92%. Factor spreads were all within normal..
Brian
Jun 12, 2023
Weekly Factor Returns
The Russell 1000 and Russell 2000 finished positively last week. The large cap index gained 2.02% and the small cap index gained 3.32%.
Brian
Jun 5, 2023
Weekly Factor Returns
Equity index returns were mostly unchanged. The Russell 1000 rose 0.33% while the Russell 2000 was essentially flat for the week. Factor ...
Brian
May 30, 2023
Weekly Factor Returns
Large and small cap stock indices were positive last week. The Russell 1000 gained 1.71% and the Russell 2000 gained 1.93%. Factor returns..
Brian
May 22, 2023
Weekly Factor Returns
The Russell 1000 declined 0.23% and the Russell 2000 declined 1.04%. Four of our factor returns were mixed in terms of direction and/or...
Brian
May 15, 2023
Weekly Factor Returns
Index returns were slightly negative last week. The Russell 1000 declined 0.77% while the Russell 2000 declined 0.49%. Certain factor spread
Brian
May 8, 2023
Weekly Factor Returns
Index returns were mixed last week. The Russell 1000 rose 0.74% while the Russell 2000 declined 1.24%. Factor returns were within normal ...
Brian
May 1, 2023
Weekly Factor Returns
The Russell 1000 and 2000 indices were little changed last week. The large cap index return was -0.08% while the small cap index return ...
Brian
Apr 24, 2023
Are We Heading For More Volatility?
Earlier in the year, we commented on the sizeable return to Volatility. During the first two weeks of the year, the Decile 1 minus Decile 10
Brian
Apr 21, 2023
Weekly Factor Returns
Stocks were positive last week. The Russell 1000 rose 0.87% while the Russell 2000 gained 1.54%. Factor returns were within expected ...
Brian
Apr 17, 2023
Weekly Factor Returns
The Russell 1000 declined 0.29% and the Russell 2000 declined 2.65% in the shortened trading week ended on April 6th. Factor spreads were...
Brian
Apr 10, 2023
Weekly Factor Returns
The last week of Q1 2023 saw positive market returns. The Russell 1000 gained 3.67% and the Russell 2000 gained 3.96%. A Short-term momentum
Brian
Apr 3, 2023
Weekly Factor Returns
The Russell 1000 gained 1.33% and the Russell 2000 rose 0.53%. Factors were directionally similar and within expected ranges. Stocks with...
Brian
Mar 27, 2023