
Brian
Apr 17, 2023
Weekly Factor Returns
Stocks were positive last week. The Russell 1000 rose 0.87% while the Russell 2000 gained 1.54%. Factor returns were within expected ...

Brian
Apr 10, 2023
Weekly Factor Returns
The Russell 1000 declined 0.29% and the Russell 2000 declined 2.65% in the shortened trading week ended on April 6th. Factor spreads were...

Brian
Apr 3, 2023
Weekly Factor Returns
The last week of Q1 2023 saw positive market returns. The Russell 1000 gained 3.67% and the Russell 2000 gained 3.96%. A Short-term momentum

Brian
Mar 27, 2023
Weekly Factor Returns
The Russell 1000 gained 1.33% and the Russell 2000 rose 0.53%. Factors were directionally similar and within expected ranges. Stocks with...

Brian
Mar 20, 2023
Weekly Factor Returns
Major indices were mixed last week. The Russell 1000 rose 1.25% while the Russell 2000 declined 2.57%. Factor returns were directionally...

Brian
Mar 13, 2023
Weekly Factor Returns
During last week’s sell-off, lower Volatility stocks were in favor. The highest Volatility stocks underperformed those with the least ...

Brian
Mar 6, 2023
Weekly Factor Returns
The Russell 1000 increased 2.00% and the Russell 2000 rose 2.05%. Factor spreads were directionally similar. Once again, Volatility and ...

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 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 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.