
Brian
Apr 18, 2024
2024 Q1 Small Cap Factor Review
Medium-term Momentum (MTM) was the clear winner among our five key factors in the first quarter. The Decile 1 - Decile 10 spread was 22.4%.

Brian
Jan 19, 2024
2023 Small Cap Factor Review
Value was the top performer in 2023 among the five key factors we watch. Medium-term momentum (MTM) was the worst performing factor and ...

Brian
Jan 4, 2024
Top Posts of 2023
Top ten posts that piqued our readers' interests More than half our most popular blog posts were focused on factor returns. Not...

Brian
Sep 28, 2023
Shutdown Rundown
The U.S. government is facing a shutdown this weekend due to Congress’ inability to pass appropriations bills to keep funding the government

Brian
Sep 14, 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
Aug 17, 2023
Is it Time for Small Caps to Shine?
Since the Federal Reserve initiated its rate hiking schedule, the Russell 2000 has not kept pace with the larger stock S&P 500 and tech-...

Brian
Jun 22, 2023
Inflation and Retirement
The US was the only major industrial nation without a central bank until the Federal Reserve System was created in 1913

Brian
Mar 17, 2023
Banking Boondoggle
It was an interesting week in bank stocks, to put it mildly. When equity markets opened on Monday, traders were reacting to the news that...

Brian
Jan 13, 2023
2022 Factor Recap
The large cap Russell 1000 declined 19% and the small cap Russell 2000 declined 20%. It's no surprise that 2022 was not a good year for ...

Brian
Nov 10, 2022
Less is More
Additional bits of information trick us into thinking we are better informed. We gain a false sense of confidence even though additional...

Brian
Oct 28, 2022
Time to Invest
Our clients are often hesitant to invest in the market during volatile periods. They ask if they should wait and/or when would be the most..

Brian
Aug 18, 2022
Are We In A Recession?
There has been a lot of discussion in the financial press trying to gauge whether we are in a recession. There is no argument the pace of...

Brian
Aug 11, 2022
Down Goes Value
In this Monday’s Weekly Factor Return blog, we indicated Value within the Russell 2000 experienced the biggest decline in our data history..

Brian
Jul 28, 2022
Big Momentum in Little Capitalization
Here, we will shed light on Momentum. Specifically, Medium-term momentum (MTM) within the Russell 2000. The current standard deviation of...

Brian
Jul 21, 2022
Historical Value (part 2)
The decline in equity values this year has been accompanied by an increase in market volatility. Since an initial spike in the early days...

Brian
Jul 28, 2021
Inflation Talk
Select articles concerning supply & demand imbalances stemming from inflation and labor shortages