
Weekly Factor Returns
Equity markets were mixed last week as investors digested the latest inflation data. Small cap stocks, measured by the Russell 2000 index
Brian
Feb 20, 2024

Weekly Factor Returns
Equities were positive last week. The Russell 1000 rose 1.49% while the Russell 2000 rose 2.44%. Value was the single factor with spreads...
Brian
Feb 12, 2024

Weekly Factor Returns
Equity markets were mixed last week. The large cap Russell 1000 rose 1.33% while the small cap Russell 2000 dropped 0.77%. The Value factor
Brian
Feb 5, 2024

Weekly Factor Returns
Small cap stocks led the market gains last week. The Russell 2000 rose 1.75% while the Russell 1000 rose 1.04%. Most factors were within...
Brian
Jan 29, 2024

Weekly Factor Returns
Equity markets were mixed in the holiday-shortened week ended January 19th. The large cap Russell 1000 rose 1.11% and the smaller capitalize
Brian
Jan 22, 2024

2023 Small Cap Factor Review
Value was the top performer in 2023 among the five key factors we watch. Medium-term momentum (MTM) was the worst performing factor and ...
Brian
Jan 19, 2024

Weekly Factor Returns
The large cap Russell 1000 rose 1.82% while the small cap Russell 2000 finished the week unchanged from the previous week. Factor returns...
Brian
Jan 16, 2024

Weekly Factor Returns
Equity markets declined in the first four trading days of 2024. The large cap Russell 1000 lost 1.62% and the small cap Russell 2000 lost...
Brian
Jan 8, 2024

Weekly Factor Returns
Equity markets were mixed during the final trading week of 2023. Large cap stocks rose, while small cap stocks declined. The Russell 1000...
Brian
Jan 2, 2024

Weekly Factor Returns
Equities were positive during the week before Christmas with small caps posting strong returns. The Russell 2000 gained 2.47% while the Russ
Brian
Dec 26, 2023

Weekly Factor Returns
Equity markets were higher last week. The Russell 1000 rose 2.71% while the Russell 2000 rose 5.60%. There were several large factor spreads
Brian
Dec 18, 2023

Weekly Factor Returns
The Russell 1000 and Russell 2000 indices finished slightly higher last week. This makes for four consecutive weeks were both indices were..
Brian
Dec 11, 2023

Weekly Factor Returns
Equity indices were positive for the final week of November. The Russell 1000 gained 1.10% and the Russell 2000 gained 3.12%. It was the ...
Brian
Dec 4, 2023

Weekly Factor Returns
Equity indices were positive in the holiday-shortened trading week ended November 24th. The Russell 1000 gained 1.05% and the Russell 2000..
Brian
Nov 27, 2023

Weekly Factor Returns
Equity indices rose during the week ended November 17th. The small cap Russell 2000 (+5.49%) more than doubled the return of the large cap..
Brian
Nov 20, 2023

Weekly Factor Returns
Equity markets had mixed results last week. Large cap stocks rose, while small cap stocks declined. The Russell 1000 index gained 1.16%.
Brian
Nov 13, 2023

Weekly Factor Returns
Equity markets had a very positive week. The Russell 1000 rose 5.98% and the Russell 2000 rose 7.59%. Small cap factor returns were signific
Brian
Nov 6, 2023

Weekly Factor Returns
Equity markets declined for the second straight week. The Russell 1000 fell 2.59% while the Russell 2000 fell 2.60%. Factor spreads were als
Brian
Oct 30, 2023

Weekly Factor Returns
Large and small cap equity indices declined for the week ended October 20th. The Russell 1000 declined 2.39% and the Russell 2000 declined 2
Brian
Oct 23, 2023

Weekly Factor Returns
Equity markets were mixed for the third consecutive week. The large cap Russell 1000 gained 0.37% while the small ap Russell 2000 declined..
Brian
Oct 16, 2023