

Weekly Factor Returns
Medium-term momentum (MTM) in the large cap universe was +3.21%. The stocks that had outperformed the most over the prior six months cont...

Brian
May 28, 2024


Weekly Factor Returns
Factor returns were directionally similar between the two indices. Value and Volatility were the dominant influences. Each spread was ...

Brian
May 20, 2024


Weekly Factor Returns
Volatility was negative, indicating stocks exhibiting lower Volatility were rewarded last week relative to those with the highest Volatility

Brian
May 13, 2024


2024 May Madness
Anyone who has ever been within earshot of us will most likely have heard us say how we feel about forecasting and making predictions.

Brian
May 10, 2024


Weekly Factor Returns
Stocks were positive for the second consecutive week. Small caps lead over large caps with the Russell 2000 gaining 1.71% and the Russell...

Brian
May 6, 2024


Weekly Factor Returns
A look at what factors influenced the market last week The Russell 1000 and Russell 2000 ended three weeks of declines and closed higher...
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Brian Harvey
Apr 29, 2024


Weekly Factor Returns
Value was a key influence on stock returns. Within the small cap universe, the most attractively valued stocks outperformed the least ...

Brian
Apr 22, 2024


2024 Q1 Small Cap Factor Review
Medium-term Momentum (MTM) was the clear winner among our five key factors in the first quarter. The Decile 1 - Decile 10 spread was 22.4%.

Brian
Apr 18, 2024


Weekly Factor Returns
Volatility within the small cap universe had the greatest spread, with lower Volatility stocks in favor. Stocks in the top decile ranked ...

Brian
Apr 15, 2024


Weekly Factor Returns
Domestic equities declined during the week ended April 5th. Small cap stocks dropped further than large caps. The Russell 2000 declined ...

Brian
Apr 8, 2024