Market updates, factor analysis, periodic commentary, as well as company news, and other content we think will be useful, timely or entertaining.

JACKSON CREEK

INVESTMENT ADVISORS

5 days ago

Weekly Factor Returns

Stocks that outperformed in the large cap index tended to be larger and have been the best outperformers over the short- and medium-term hor

Sep 30

Weekly Factor Returns

Recent winners reversed last week with STM producing negative spreads. Stocks that had rose the most over the previous four weeks ...

Sep 23

Weekly Factor Returns

Domestic equities rose for the second consecutive week. The Russell 1000 gained 1.51% and the Russell 2000 gained 2.10%. Volatility was a...

Sep 16

Weekly Factor Returns

Volatility was a key driver of returns in both indices. Stocks with the highest Volatility rankings outperformed those with the lowest ranks

Sep 9

Weekly Factor Returns

Equities were negative in the first week of September. The Russell 1000 declined 4.27% while the Russell 2000 declined 5.67%. Factor return

Sep 3

Weekly Factor Returns

Equities were flat-to-slightly positive for the last week of August. The Russell 1000 rose 0.27% and the Russell 2000 was unchanged (-0.01).

Aug 26

Weekly Factor Returns

Equities were positive last week with small cap stocks leading the way. The Russell 1000 rose 1.57% while the Russell 2000 rose 3.62%.

Aug 19

Weekly Factor Returns

Volatility was positive in each index. The most volatile stocks helped drive positive market returns. The most volatile stocks outperformed

Aug 16

Momentum

Out of the 1,284 weeks since the beginning of 2000, there have been only four weeks where the MTM was spread was more positive

Aug 12

Weekly Factor Returns

MTM experienced a decile 1 minus decile 10 spread of +8.67%. This was a three standard deviation event. The stocks that had outperformed the

Aug 5