

Weekly Factor Returns
Short-term momentum (STM) had the largest returns within each index. Stocks that outperformed the most during the prior four weeks continued

Brian
Nov 11, 2024


Monthly Market Data - October 2024
Most major asset classes were negative in October. Commodities were the lone positive asset class. A basket of broad commodities rose 1.43%

Brian
Nov 8, 2024


Weekly Factor Returns
Short-term momentum (STM) experienced the biggest difference in returns. STM was positive in the Russell 1000 (+1.0%) and negative in the...

Brian
Nov 4, 2024


2024 Q3 Small Cap Factor Review
Factor returns mimicked the first quarter in terms of direction. MTM was most positive, followed by Value and Size. Short-term momentum ...

Brian
Oct 31, 2024


Weekly Factor Returns
Equity indices declined last week after two straight weeks of gains. The small cap Russell 2000 led the decline with a -2.99% return. The...

Brian
Oct 28, 2024


Weekly Factor Returns
Equities were positive for the second consecutive week. The Russell 1000 gained 0.93% while the Russell 2000 gained 1.87%. Small cap fact...

Brian
Oct 21, 2024


Quarterly Market Overview - Q3 2024
Real Estate was the best performing asset class in the quarter. An improving interest rate environment (see below) was supportive for the...

Brian
Oct 18, 2024


Weekly Factor Returns
Both measures of Momentum experienced a reversal in the Russell 2000. The recent winners over the previous six months underperformed last...

Brian
Oct 14, 2024


Weekly Factor Returns
Stocks that outperformed in the large cap index tended to be larger and have been the best outperformers over the short- and medium-term hor

Brian
Oct 7, 2024


Weekly Factor Returns
Recent winners reversed last week with STM producing negative spreads. Stocks that had rose the most over the previous four weeks ...

Brian
Sep 30, 2024
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