

Weekly Factor Returns
The Russell 1000 declined 0.23% and the Russell 2000 declined 1.04%. Four of our factor returns were mixed in terms of direction and/or...

Brian
May 15, 2023


Weekly Factor Returns
Index returns were slightly negative last week. The Russell 1000 declined 0.77% while the Russell 2000 declined 0.49%. Certain factor spread

Brian
May 8, 2023


Weekly Factor Returns
The Russell 1000 and 2000 indices were little changed last week. The large cap index return was -0.08% while the small cap index return ...

Brian
Apr 24, 2023


Are We Heading For More Volatility?
Earlier in the year, we commented on the sizeable return to Volatility. During the first two weeks of the year, the Decile 1 minus Decile 10

Brian
Apr 21, 2023


Weekly Factor Returns
Stocks were positive last week. The Russell 1000 rose 0.87% while the Russell 2000 gained 1.54%. Factor returns were within expected ...

Brian
Apr 17, 2023


Weekly Factor Returns
The Russell 1000 declined 0.29% and the Russell 2000 declined 2.65% in the shortened trading week ended on April 6th. Factor spreads were...

Brian
Apr 10, 2023


Weekly Factor Returns
The last week of Q1 2023 saw positive market returns. The Russell 1000 gained 3.67% and the Russell 2000 gained 3.96%. A Short-term momentum

Brian
Apr 3, 2023


Weekly Factor Returns
The Russell 1000 gained 1.33% and the Russell 2000 rose 0.53%. Factors were directionally similar and within expected ranges. Stocks with...

Brian
Mar 27, 2023


Weekly Factor Returns
Major indices were mixed last week. The Russell 1000 rose 1.25% while the Russell 2000 declined 2.57%. Factor returns were directionally...

Brian
Mar 20, 2023


Weekly Factor Returns
During last week’s sell-off, lower Volatility stocks were in favor. The highest Volatility stocks underperformed those with the least ...

Brian
Mar 13, 2023


Weekly Factor Returns
The Russell 1000 increased 2.00% and the Russell 2000 rose 2.05%. Factor spreads were directionally similar. Once again, Volatility and ...

Brian
Mar 6, 2023


Weekly Factor Returns
The Russell 1000 declined 2.68% and the Russell 2000 declined 2.86% in the holiday-shortened week. It was the biggest drop of the year ...

Brian
Feb 27, 2023


Weekly Factor Returns
The Russell 1000 was flat on the week (-0.03%) while the Russell 2000 gained 1.47%. Four of our five key factors were directionally similar

Brian
Feb 21, 2023


Weekly Factor Returns
The Russell 1000 declined 1.24% and the Russell 2000 declined 3.34%. Similar to the market’s reversal from the prior week’s positive return,

Brian
Feb 13, 2023


Weekly Factor Returns
The Russell 1000 rose 1.77% and the Russell 2000 rose 3.90%. Factor returns in the large cap universe were more pronounced compared to ...

Brian
Feb 6, 2023


Weekly Factor Returns
The Russell 1000 rose 2.57% and the Russell 2000 rose 2.37% last week. Factor returns were congruent between the indices. Three of the five

Brian
Jan 30, 2023


Weekly Factor Returns
The Russell 1000 declined 0.58% and the Russell 2000 declined 1.04% for the holiday-shortened week ending Jan 20th. Factor returns were ...

Brian
Jan 23, 2023


Role Reversal
In our Factor Recap post last week, we noted the disparity between Value and Volatility returns over the course of 2022. The beginning of...

Brian
Jan 20, 2023


Weekly Factor Returns
The Russell 1000 gained 2.93% while the Russell 2000 gained 5.27%. Factor Returns were extreme in each index. Spreads in the large cap ...

Brian
Jan 17, 2023


2022 Factor Recap
The large cap Russell 1000 declined 19% and the small cap Russell 2000 declined 20%. It's no surprise that 2022 was not a good year for ...

Brian
Jan 13, 2023
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