

Weekly Factor Returns
Volatility was positive as investors favored stocks with higher price Volatility relative to those with lower Volatility. Each spread was ..

Brian
Mar 24, 2025


Goodbye WEP & GPO
The Social Security Administration recently adopted the Social Security Fairness Act. The Act only affects those (or their spouses) that ...

Brian
Mar 20, 2025


Weekly Factor Returns
Medium-term momentum (MTM) rebounded from last week’s historic decline. High MTM small cap stocks rose 2.71%, on average, compared to low...

Brian
Mar 17, 2025


Momentous Momentum
Last week was the first week of at least a two standard deviation move (positive or negative) in over two years. The last negative three ...

Brian
Mar 14, 2025


Weekly Factor Returns
There was an extreme Momentum reversal last week. Stocks exhibiting the most MTM within the large cap universe at the start of the week ...

Brian
Mar 10, 2025


Monthly Market Data - February 2025
Domestic equities were among the worst performing asset classes in February. U.S. Small Cap stocks had the largest decline, followed by ...

Brian
Mar 7, 2025


Weekly Factor Returns
Value and Volatility had divergent returns, which is typical due to their inverse correlation. Volatility was negative as investors sought

Brian
Mar 3, 2025


Weekly Factor Returns
Volatility had the largest spreads in each index. Lower Volatility was favored during the broader market’s decline. The most volatile stocks

Brian
Feb 24, 2025


Weekly Factor Returns
Size had the most divergent returns between the two indices. The largest stocks outperformed the smallest by 1.10% in the Russell 1000. The

Brian
Feb 18, 2025


Monthly Market Data - January 2025
All major asset classes were positive in the first month of 2025. International Developed equities had the best performance. Commodities ...

Brian
Feb 14, 2025
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