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Weekly Factor Returns
Value had the strongest returns in each index. The most attractively valued stocks outperformed the least attractively valued by 2.78% in the Russell 2000 and by 1.99% in the large cap universe. The small cap Value spread was greater than one standard deviation above average.
Brian
May 12, 2025
Weekly Factor Returns
Short-term momentum (STM) experienced a reversal, particularly in the Russell 2000. Stocks that had outperformed the most over the preceding four weeks underperformed last week. The spread between stocks with the highest STM ranks and the lowest was -3.91% in the small cap universe. This was over one standard deviation below average. STM was -1.26% in the large cap universe.
Brian
May 5, 2025
2025 Q1 Small Cap Factor Review
Medium-term momentum (MTM) was the leading factor in the Jackson Creek small cap universe (among our five key factors). MTM was very strong
Brian
May 2, 2025
Weekly Factor Returns
High Volatility stocks helped drive the markets higher. The most volatile stocks outperformed the least volatile by 8.19% in the large cap universe and by 5.10% among small caps. The large cap Volatility spread was 2.5 standard deviations above the weekly average. The small cap Volatility exceeded one standard deviation.
Brian
Apr 28, 2025
Weekly Factor Returns
The small cap universe experienced a Short-term momentum (STM) reversal. Stocks that had outperformed the most over the preceding four weeks underperformed last week. STM was flat in the large cap index.
Brian
Apr 21, 2025
Weekly Factor Returns
Volatility was positive. The stocks with the highest Volatility outperformed those with the least Volatility by 4.03% and 3.62% in the large and small cap universes, respectively. Each spread was greater than one standard deviation above average.
Value was negative last week. Stocks with the most attractive valuations underperformed those with the least attractive valuations. The Value spread was -2.39% in the large cap universe and -3.62% among small caps. Both were great
Brian
Apr 14, 2025
Quarterly Market Overview - Q1 2025
Domestic equities declined while other major asset classes were positive. International Developed equities had the best performance. U.S....
Brian
Apr 11, 2025
Cryptocurrencies, Bitcoin & XRP
Cryptocurrency is a digital asset that operates on decentralized networks called blockchains, which enable secure, transparent, and tamper-r
jrriddle57
Apr 9, 2025
Weekly Factor Returns
Volatility was negative. Investors sought lower Volatility stocks during the market’s decline. The stocks with the most Volatility underperf
Brian
Apr 7, 2025
Weekly Factor Returns
Volatility was lower. The stocks with the highest Volatility underperformed those with the least Volatility by 4.32% in the large cap uni...
Brian
Mar 31, 2025