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Join date: Apr 29, 2021
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Apr 18, 2024 ∙ 2 min
2024 Q1 Small Cap Factor Review
Medium-term Momentum (MTM) was the clear winner among our five key factors in the first quarter. The Decile 1 - Decile 10 spread was 22.4%.
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Apr 15, 2024 ∙ 1 min
Weekly Factor Returns
Volatility within the small cap universe had the greatest spread, with lower Volatility stocks in favor. Stocks in the top decile ranked ...
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Apr 8, 2024 ∙ 2 min
Weekly Factor Returns
Domestic equities declined during the week ended April 5th. Small cap stocks dropped further than large caps. The Russell 2000 declined ...
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Brian
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