

Weekly Factor Returns
A look at what factors influenced the market last week Major indices were mixed last week. The Russell 1000 gained 1.47% while the...
.jpg/v1/fill/w_320,h_320/file.jpg)
Brian Harvey
Jun 17, 2024


Bounded Rationality
Simplistically, the concept of bounded rationality posits that there are limitations to human cognition with respect to information avail...

Brian
Jun 13, 2024


Weekly Factor Returns
Within the large cap universe, Size was the predominant factor last week. The largest companies in the Russell 1000 outperformed the small..

Brian
Jun 10, 2024


Monthly Market Data
U.S. Large Cap and International Developed markets had the highest returns for the month ending May 31, 2024. U.S. Small cap was a close sec

Brian
Jun 7, 2024


Weekly Factor Returns
A look at what factors influenced the market last week The Russell 1000 declined 0.57% while the Russell 2000 rose only 0.04%. Large cap...
.jpg/v1/fill/w_320,h_320/file.jpg)
Brian Harvey
Jun 3, 2024


Weekly Factor Returns
Medium-term momentum (MTM) in the large cap universe was +3.21%. The stocks that had outperformed the most over the prior six months cont...

Brian
May 28, 2024


Weekly Factor Returns
Factor returns were directionally similar between the two indices. Value and Volatility were the dominant influences. Each spread was ...

Brian
May 20, 2024


Weekly Factor Returns
Volatility was negative, indicating stocks exhibiting lower Volatility were rewarded last week relative to those with the highest Volatility

Brian
May 13, 2024


2024 May Madness
Anyone who has ever been within earshot of us will most likely have heard us say how we feel about forecasting and making predictions.

Brian
May 10, 2024


Weekly Factor Returns
Stocks were positive for the second consecutive week. Small caps lead over large caps with the Russell 2000 gaining 1.71% and the Russell...

Brian
May 6, 2024
.png)
