

Weekly Factor Returns
A look at what factors influenced the market last week The Russell 1000 and Russell 2000 ended three weeks of declines and closed higher...
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Brian Harvey
Apr 29, 2024


Weekly Factor Returns
Value was a key influence on stock returns. Within the small cap universe, the most attractively valued stocks outperformed the least ...

Brian
Apr 22, 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
Apr 18, 2024


Weekly Factor Returns
Volatility within the small cap universe had the greatest spread, with lower Volatility stocks in favor. Stocks in the top decile ranked ...

Brian
Apr 15, 2024


Weekly Factor Returns
Domestic equities declined during the week ended April 5th. Small cap stocks dropped further than large caps. The Russell 2000 declined ...

Brian
Apr 8, 2024


Weekly Factor Returns
Factor returns were mostly in agreement across the capitalization spectrum, with Value being the lone factor with mixed spreads. Large Size

Brian
Apr 1, 2024


Weekly Factor Returns
A look at what factors influenced the market last week Equities were positive last week. The Russell 1000 rose 2.31% and the Russell 2000...
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Brian Harvey
Mar 25, 2024


Predicting Madness
People like predictions, though. It feels good making them. They make you more confident. Predictions provide a sense of control, feeling...

Brian
Mar 21, 2024


Weekly Factor Returns
Equities finished lower last week. The negative moves were led by small caps which declined 2.02%. It was the second straight week of ...

Brian
Mar 18, 2024


Weekly Factor Returns
A look at what factors influenced the market last week Equity markets were mixed last week. The Russell 1000 lost 0.21% while the Russell...
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Brian Harvey
Mar 11, 2024
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