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..
Brian
Nov 7, 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
Oct 31, 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 24, 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 17, 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 10, 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 3, 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
Sep 26, 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 19, 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 12, 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 6, 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
Aug 29, 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 22, 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 15, 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 11, 2022
Down Goes Value
In this Monday’s Weekly Factor Return blog, we indicated Value within the Russell 2000 experienced the biggest decline in our data history..
Brian
Aug 8, 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 1, 2022
Weekly Factor Returns
Stocks with high Volatility, negative Short-term momentum, and positive Medium-term momentum outperformed those with the opposite ...
Brian
Jul 28, 2022
Big Momentum in Little Capitalization
Here, we will shed light on Momentum. Specifically, Medium-term momentum (MTM) within the Russell 2000. The current standard deviation of...
Brian
Jul 25, 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 21, 2022
Historical Value (part 2)
The decline in equity values this year has been accompanied by an increase in market volatility. Since an initial spike in the early days...