

2024 Q2 Factor Review
Factors maintain their trajectories Four of our five key factor spreads were directionally similar to the first quarter. Those same four...
.jpg/v1/fill/w_320,h_320/file.jpg)
Brian Harvey
Aug 13, 2024


Weekly Factor Returns
MTM experienced a decile 1 minus decile 10 spread of +8.67%. This was a three standard deviation event. The stocks that had outperformed the

Brian
Aug 12, 2024


Weekly Factor Returns
Factor spreads were large relative to history. Each of the five key factors exceeded one standard deviation in the small cap universe. ...

Brian
Aug 5, 2024


Weekly Factor Returns
The Medium-term Momentum (MTM) reversal continued with -2.40% return in the large cap universe and a -1.87% return among large caps. The ...

Brian
Jul 29, 2024


Quarterly Market Overview
Major asset classes were mixed 2Q-2024 Asset Class Returns Based on Broad ETFs Major Asset Class Returns for the three months ending June...
.jpg/v1/fill/w_320,h_320/file.jpg)
Brian Harvey
Jul 26, 2024


Weekly Factor Returns
Domestic equities were mixed last week. The large cap Russell 1000 declined 1.82% while the small cap Russell 2000 gained 1.69%. Smaller ...

Brian
Jul 22, 2024


Weekly Factor Returns
Size in the large cap universe experienced the most significant move. The largest 10% of stocks in the Russell 1000 underperformed the small

Brian
Jul 15, 2024


Weekly Factor Returns
Size (capitalization) was an influential factor last week. The largest companies outperformed the smallest in the large cap universe by ...

Brian
Jul 8, 2024


Weekly Factor Returns
Momentum factors were negative in the large cap universe. Both Medium-term (MTM) and Short-term-term (STM) experienced declines. Momentum...

Brian
Jul 1, 2024


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
.png)
