Brian
Feb 27, 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 21, 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 13, 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 6, 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
Jan 30, 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 23, 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 20, 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 17, 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 13, 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 10, 2023
Weekly Factor Returns
The Russell 1000 and Russell 2000 each finished the first week of the year positively. The large cap index gained 1.45% and the small cap...
Brian
Jan 3, 2023
Weekly Factor Returns
Stocks were generally flat for the holiday-shortened final trading week of 2022. The Russell 1000 declined 0.07% and the Russell 2000 rose..
Brian
Dec 27, 2022
Weekly Factor Returns
Index returns were slightly negative. The Russell 1000 declined 0.22% and the Russell 2000 declined 0.12%. Factor returns were stronger ...
Brian
Dec 19, 2022
Weekly Factor Returns
The Russell 1000 declined 2.00% and the Russell 2000 declined 1.81%. It was the second consecutive week of negative returns for the indices.
Brian
Dec 15, 2022
Top Posts of the Year
As the year comes to a close, we’d like to share some of the top blog posts from Jackson Creek this year. Thank you to all of our followers.
Brian
Dec 12, 2022
Weekly Factor Returns
Stocks in the highest decile of Volatility underperformed the least volatile by 5.20% among large caps and by 4.45% among small caps.
Brian
Dec 5, 2022
Weekly Factor Returns
The Russell 1000 returned 1.26% and the Russell 2000 returned 1.33%. Factor returns were largely similar and within expected ranges.
Brian
Nov 28, 2022
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 21, 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 17, 2022
Short-term Reversal
Last week's STM spread ranks below the 1st percentile, meaning less than 1% of all weeks since 2000 have had lower STM spreads. There were..
Brian
Nov 14, 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..