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 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
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 17, 2022
Short-term Reversal
Last week's STM spread ranks below the 1st percentile, meaning less than 1% of all weeks since 2000 have had lower STM spreads. There were..
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...