

Weekly Factor Returns
Factor returns were mostly in agreement across the capitalization spectrum, with Value being the lone factor with mixed spreads. Large Size

Brian
Apr 1, 2024


Weekly Factor Returns
Equities finished lower last week. The negative moves were led by small caps which declined 2.02%. It was the second straight week of ...

Brian
Mar 18, 2024


Weekly Factor Returns
Equities were positive last week, with small cap stocks outpacing large caps. Factor spreads were more pronounced in the small cap universe

Brian
Mar 4, 2024


Weekly Factor Returns
The Russell 1000 and Russell 2000 indices had diverging returns for the second straight week. This time the large cap index was positive ...

Brian
Feb 26, 2024


Weekly Factor Returns
Equity markets were mixed last week as investors digested the latest inflation data. Small cap stocks, measured by the Russell 2000 index

Brian
Feb 20, 2024


Weekly Factor Returns
Equities were positive last week. The Russell 1000 rose 1.49% while the Russell 2000 rose 2.44%. Value was the single factor with spreads...

Brian
Feb 12, 2024


Weekly Factor Returns
Equity markets were mixed last week. The large cap Russell 1000 rose 1.33% while the small cap Russell 2000 dropped 0.77%. The Value factor

Brian
Feb 5, 2024


Weekly Factor Returns
Small cap stocks led the market gains last week. The Russell 2000 rose 1.75% while the Russell 1000 rose 1.04%. Most factors were within...

Brian
Jan 29, 2024


Weekly Factor Returns
Equity markets were mixed in the holiday-shortened week ended January 19th. The large cap Russell 1000 rose 1.11% and the smaller capitalize

Brian
Jan 22, 2024


2023 Small Cap Factor Review
Value was the top performer in 2023 among the five key factors we watch. Medium-term momentum (MTM) was the worst performing factor and ...

Brian
Jan 19, 2024


Weekly Factor Returns
The large cap Russell 1000 rose 1.82% while the small cap Russell 2000 finished the week unchanged from the previous week. Factor returns...

Brian
Jan 16, 2024


Weekly Factor Returns
Equity markets declined in the first four trading days of 2024. The large cap Russell 1000 lost 1.62% and the small cap Russell 2000 lost...

Brian
Jan 8, 2024


Top Posts of 2023
Top ten posts that piqued our readers' interests More than half our most popular blog posts were focused on factor returns. Not...

Brian
Jan 4, 2024


Weekly Factor Returns
Equity markets were mixed during the final trading week of 2023. Large cap stocks rose, while small cap stocks declined. The Russell 1000...

Brian
Jan 2, 2024


Weekly Factor Returns
Equities were positive during the week before Christmas with small caps posting strong returns. The Russell 2000 gained 2.47% while the Russ

Brian
Dec 26, 2023


Weekly Factor Returns
Equity markets were higher last week. The Russell 1000 rose 2.71% while the Russell 2000 rose 5.60%. There were several large factor spreads

Brian
Dec 18, 2023


Weekly Factor Returns
The Russell 1000 and Russell 2000 indices finished slightly higher last week. This makes for four consecutive weeks were both indices were..

Brian
Dec 11, 2023


Weekly Factor Returns
Equity indices were positive for the final week of November. The Russell 1000 gained 1.10% and the Russell 2000 gained 3.12%. It was the ...

Brian
Dec 4, 2023


Weekly Factor Returns
Equity indices were positive in the holiday-shortened trading week ended November 24th. The Russell 1000 gained 1.05% and the Russell 2000..

Brian
Nov 27, 2023


Weekly Factor Returns
Equity indices rose during the week ended November 17th. The small cap Russell 2000 (+5.49%) more than doubled the return of the large cap..

Brian
Nov 20, 2023
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