

Weekly Factor Returns
Within the Russell 2000, Value and Volatility experienced opposing returns of equal magnitude. The spread between the most attractive and...

Brian
Dec 16, 2024


Monthly Market Data - November 2024
Major asset classes were mixed during November. Domestic equities were positive, along with Real Estate and Fixed Income. Non-US equity ...

Brian
Dec 13, 2024


Weekly Factor Returns
Value and Volatility experienced opposing returns, which is common due to their inverse relationship. The direction of returns differed ...

Brian
Dec 9, 2024


Weekly Factor Returns
In the small cap universe, the most attractively valued stocks underperformed the least attractively valued by +2.63%, on average. This ...

Brian
Dec 2, 2024


Weekly Factor Returns
Volatility was the biggest influence last week. Stocks with the most Volatility outperformed those with the least Volatility by +5.55% in...

Brian
Nov 25, 2024


Weekly Factor Returns
In the large cap universe, higher Short-term momentum (STM), large Size, and more attractively valued stocks tended to outperform versus ...

Brian
Nov 18, 2024


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
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