

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, 2025


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

Brian
Feb 3, 2025


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, 2025


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

Brian
Jan 27, 2025


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, 2025


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, 2025


Weekly Factor Returns
Volatility was negative, particularly in the Russell 2000. The most volatile stocks underperformed the least volatile by 5.50%. The negative

Brian
Jan 13, 2025


Weekly Factor Returns
Smaller capitalized, weaker Value, and higher Volatility stocks were the largest drivers within the Russell 2000 index. The largest ...

Brian
Jan 6, 2025


Weekly Factor Returns
Both measures of momentum had strong returns, albeit in opposing directions. Medium-term momentum (MTM) experienced a reversal. Stocks that

Brian
Dec 30, 2024


Weekly Factor Returns
Both the large cap Russell 1000 and small cap Russell 2000 sold off last week. It was the second consecutive week both indices declined.

Brian
Dec 23, 2024
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