

Weekly Factor Returns
The Russell 1000 and Russell 2000 finished positive in the holiday-shortened week. The large cap index rose 1.56% and the small cap index...

Brian
Nov 28, 2022


Weekly Factor Returns
A look at what factors influenced the market last week The Russell 1000 and Russell 2000 were negative last week after the strong rally...

Brian
Nov 21, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 indices were sharply higher last week. The large cap index gained 6.10% while the small cap index gained..

Brian
Nov 14, 2022


Weekly Factor Returns
The Russell 1000 declined 3.39% and the Russell 2000 declined 2.53%. Factor returns were not extreme with most falling within expected ...

Brian
Nov 7, 2022


Weekly Factor Returns
Equity markets posted gains for the second consecutive week. The Russell 1000 gained 4.02% and the Russell 2000 gained 6.02%. Factor spreads

Brian
Oct 31, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 indices posted positive returns last week. The larger cap index gained 4.67% while the smaller cap index..

Brian
Oct 24, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 indices declined again last week. This was the fourth weekly drop in the last five and seventh in the ...

Brian
Oct 17, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 ended positive last week despite a large Friday decline. The small cap index outperformed the large cap...

Brian
Oct 10, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 declined for the third straight week. The large cap index fell 2.7.0% compared to the smaller cap index...

Brian
Oct 3, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 each experienced sharp declines last week. The Russell 1000 dropped 4.88% and the Russell 2000 dropped...

Brian
Sep 26, 2022


Weekly Factor Returns
Large and small cap stocks declined sharply last week. The Russell 1000 lost 4.79% and the Russell 2000 lost 4.46%. Value was the lone ...

Brian
Sep 19, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 each gained close to 4.0% last week, following three weeks of losses. The large cap index returned ...

Brian
Sep 12, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 declined for the third consecutive week. The former returned -3.34% and the latter -4.70%. Factor ...

Brian
Sep 6, 2022


Weekly Factor Returns
The Russell 1000 and Russell 2000 indices declined last week, mainly due to Friday’s sell-off. The large cap index declined 3.87% while ...

Brian
Aug 29, 2022


Weekly Factor Returns
The Russell 1000 and 2000 each declined after four weeks of gains. The small cap index fell 2.90% compared to the larger company index ...

Brian
Aug 22, 2022


Weekly Factor Returns
The Russell 1000 rose 3.39% and the Russell 2000 rose 4.97%. Small cap factor returns dominated their larger cap counterparts. Volatility...

Brian
Aug 15, 2022


Weekly Factor Returns
Index returns were positive for the week ended August 5th, 2022 but were overshadowed by the magnitude of factor returns. The Russell 1000..

Brian
Aug 8, 2022


Weekly Factor Returns
Stocks with high Volatility, negative Short-term momentum, and positive Medium-term momentum outperformed those with the opposite ...

Brian
Aug 1, 2022


Weekly Factor Returns
The large and small cap Russell indices were positive last week. The Russell 1000 rose 2.74% and the Russell 2000 rose 3.59%. Factor ...

Brian
Jul 25, 2022


Weekly Factor Returns
Index returns turned negative again last week. The Russell 1000 declined 1.06% and the Russell 2000 declined 1.40%. Factor returns were ...

Brian
Jul 18, 2022
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