
Third Quarter Factor Update
Through the end of September, Value has the best year-to-date performance, with a spread of 11%. This means the average return of the...
Brian
Oct 12, 2023

Weekly Factor Returns
Equity markets were mixed last week. Small cap stocks sold off sending the Russell 2000 down 2.19% while large cap stocks manufactured a ...
Brian
Oct 9, 2023

Weekly Factor Returns
Equity indices were mixed last week. Large cap stocks, represented by the Russell 1000, declined 0.58%. The Russell 2000 small cap index ...
Brian
Oct 2, 2023

Weekly Factor Returns
Equities declined in the week ended September 22nd. The Russell 1000 fell 2.98% while the Russell 2000 fell 3.81%. Volatility was the lead..
Brian
Sep 25, 2023

Weekly Factor Returns
Index returns were slightly negative. The large cap Russell 1000 declined 0.15% and the small cap Russell 2000 declined 0.20%. Factor spread
Brian
Sep 18, 2023

Value Has A Pulse
In case you missed it, Value is peeping it’s head up from the depths of despair. We have written a couple times this year on Value’s unde...
Brian
Sep 14, 2023

Weekly Factor Returns
Stocks declined during the four-day trading week ended September 8th. The Russell 1000 declined 1.30% and the Russell 2000 declined 3.08%.
Brian
Sep 11, 2023

Weekly Factor Returns
Stock indices were positive for the last week of August. The Russell 1000 gained 2.72% and the Russell 2000 gained 3.67%. Volatility was ...
Brian
Sep 5, 2023

Weekly Factor Returns
Index returns were mixed last week. The large cap Russell 1000 rose 0.81% while the small cap Russell 2000 declined 0.29%. Capitalization...
Brian
Aug 28, 2023

Weekly Factor Returns
Stocks were lower for the third consecutive week. The Russel 1000 declined 2.12% while the Russell 2000 declined 3.36%. Higher Volatility...
Brian
Aug 21, 2023

Weekly Factor Returns
Domestic equities were negative for the second straight week. The Russell 1000 declined 0.39% while the Russell 2000 declined 1.62%. Value..
Brian
Aug 14, 2023

Weekly Factor Returns
Equity indices finished negatively last week after three consecutive weeks of gains. The Russell 1000 declined 2.23% and the Russell 2000...
Brian
Aug 7, 2023

Weekly Factor Returns
Both the Russell 1000 (+0.99%) and the Russell 2000 (+1.09%) rose by similar amounts. All factor spreads were within normal ranges. Vol...
Brian
Jul 31, 2023

Weekly Factor Returns
Equity indices moved higher last week. The smaller capitalized Russell 2000 gained 1.52% and the Russell 1000 gained 0.71%. Most factor ...
Brian
Jul 24, 2023

Weekly Factor Returns
Equity markets rose last week with the smaller capitalized Russell 2000 (+3.58%) beating the large cap Russell 1000 (+2.58%). Higher Vol...
Brian
Jul 17, 2023

Weekly Factor Returns
The Russell 1000 and 2000 were negative last week. The large cap index lost 1.08% and the small cap index lost 1.26%. Large cap factor ...
Brian
Jul 10, 2023

Weekly Factor Returns
The Russell 1000 gained 2.51% and the Russell 2000 gained 3.75% last week. Index returns were influenced by several factors with returns...
Brian
Jul 3, 2023

Weekly Factor Returns
The Russell 1000 and Russell 2000 were negative last week. The large cap index declined 1.51% and the small cap index declined 2.86%. Factor
Brian
Jun 26, 2023

Weekly Factor Returns
Stocks were positive last week with the Russell 1000 rising 2.64% and the Russell 2000 up 0.58%. Factor spreads were mostly within normal...
Brian
Jun 20, 2023

Weekly Factor Returns
Stocks were positive last week with the Russell 1000 rising 0.42% and the Russell 2000 rising 1.92%. Factor spreads were all within normal..
Brian
Jun 12, 2023