

Weekly Factor Returns
Index returns were slightly negative. The large cap Russell 1000 declined 0.15% and the small cap Russell 2000 declined 0.20%. Factor spread

Brian
Sep 18, 2023


Value Has A Pulse
In case you missed it, Value is peeping it’s head up from the depths of despair. We have written a couple times this year on Value’s unde...

Brian
Sep 14, 2023


Weekly Factor Returns
Stocks declined during the four-day trading week ended September 8th. The Russell 1000 declined 1.30% and the Russell 2000 declined 3.08%.

Brian
Sep 11, 2023


Weekly Factor Returns
Stock indices were positive for the last week of August. The Russell 1000 gained 2.72% and the Russell 2000 gained 3.67%. Volatility was ...

Brian
Sep 5, 2023


Weekly Factor Returns
Index returns were mixed last week. The large cap Russell 1000 rose 0.81% while the small cap Russell 2000 declined 0.29%. Capitalization...

Brian
Aug 28, 2023


Weekly Factor Returns
Stocks were lower for the third consecutive week. The Russel 1000 declined 2.12% while the Russell 2000 declined 3.36%. Higher Volatility...

Brian
Aug 21, 2023


Weekly Factor Returns
Domestic equities were negative for the second straight week. The Russell 1000 declined 0.39% while the Russell 2000 declined 1.62%. Value..

Brian
Aug 14, 2023


Weekly Factor Returns
Equity indices finished negatively last week after three consecutive weeks of gains. The Russell 1000 declined 2.23% and the Russell 2000...

Brian
Aug 7, 2023


Weekly Factor Returns
Both the Russell 1000 (+0.99%) and the Russell 2000 (+1.09%) rose by similar amounts. All factor spreads were within normal ranges. Vol...

Brian
Jul 31, 2023


Weekly Factor Returns
Equity indices moved higher last week. The smaller capitalized Russell 2000 gained 1.52% and the Russell 1000 gained 0.71%. Most factor ...

Brian
Jul 24, 2023


Halftime Update
As of June 30th, Volatility’s positive spread ranks among the top four years going back to 2000. 2009 led all years with a 95% spread, ...

Brian
Jul 20, 2023


Weekly Factor Returns
Equity markets rose last week with the smaller capitalized Russell 2000 (+3.58%) beating the large cap Russell 1000 (+2.58%). Higher Vol...

Brian
Jul 17, 2023


Weekly Factor Returns
The Russell 1000 and 2000 were negative last week. The large cap index lost 1.08% and the small cap index lost 1.26%. Large cap factor ...

Brian
Jul 10, 2023


Weekly Factor Returns
The Russell 1000 gained 2.51% and the Russell 2000 gained 3.75% last week. Index returns were influenced by several factors with returns...

Brian
Jul 3, 2023


Weekly Factor Returns
The Russell 1000 and Russell 2000 were negative last week. The large cap index declined 1.51% and the small cap index declined 2.86%. Factor

Brian
Jun 26, 2023


Weekly Factor Returns
Stocks were positive last week with the Russell 1000 rising 2.64% and the Russell 2000 up 0.58%. Factor spreads were mostly within normal...

Brian
Jun 20, 2023


Weekly Factor Returns
Stocks were positive last week with the Russell 1000 rising 0.42% and the Russell 2000 rising 1.92%. Factor spreads were all within normal..

Brian
Jun 12, 2023


Weekly Factor Returns
The Russell 1000 and Russell 2000 finished positively last week. The large cap index gained 2.02% and the small cap index gained 3.32%.

Brian
Jun 5, 2023


Weekly Factor Returns
Equity index returns were mostly unchanged. The Russell 1000 rose 0.33% while the Russell 2000 was essentially flat for the week. Factor ...

Brian
May 30, 2023


Weekly Factor Returns
Large and small cap stock indices were positive last week. The Russell 1000 gained 1.71% and the Russell 2000 gained 1.93%. Factor returns..

Brian
May 22, 2023
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