

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


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


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


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


Weekly Factor Returns
Stocks with the most attractive Value rankings underperformed, on average, those stocks with the weakest Value rankings in each index. The..

Brian
Feb 10


Weekly Factor Returns
Stocks exhibiting lower Volatility tended to outperform during the market’s decline. Stocks ranked highest on Volatility underperformed ...

Brian
Feb 3


2024 Q4 & FY 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
Jan 31


Weekly Factor Returns
Volatility had the largest spreads within each index. Higher Volatility was a driver of performance. Â The most volatile stocks outperformed

Brian
Jan 27


Quarterly Market Overview - Q4 2024
U.S. Large Cap stocks were the only equities to make any real gains. Mid & Small Caps were barely positive. Developed markets outside of ...

Brian
Jan 23


Weekly Factor Returns
There was a Short-term momentum (STM) reversal in the small cap universe. Stocks that had outperformed during the previous four weeks ...

Brian
Jan 21
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