
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 19, 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 12, 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
Sep 6, 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 29, 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 22, 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 15, 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 11, 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 8, 2022

Weekly Factor Returns
Stocks with high Volatility, negative Short-term momentum, and positive Medium-term momentum outperformed those with the opposite ...
Brian
Aug 1, 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 28, 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 25, 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...
Brian
Jul 21, 2022

Weekly Factor Returns
Index returns turned negative again last week. The Russell 1000 declined 1.06% and the Russell 2000 declined 1.40%. Factor returns were ...
Brian
Jul 18, 2022

Weekly Factor Returns
A look at what factors influenced the market last week
The Russell 1000 and Russell 2000 finished positive in the shortened-trading week...
Brian
Jul 11, 2022

Weekly Factor Returns
he large and small Russell indices declined in the week ended July 1st, 2022, following the prior week’s large gains. The Russell 1000 ...
Brian
Jul 5, 2022

Weekly Factor Returns
The Russell 1000 and Russell 2000 indices were positive for the first time in four weeks. The large cap Russell 1000 rose 6.57% while the...
Brian
Jun 27, 2022

Weekly Factor Returns
A look at what factors influenced the market last week
Large and small indices were sharply lower last week. The Russell 1000 declined ...
Brian
Jun 21, 2022

Weekly Factor Returns
Large and small cap indices were down sharply during the week ended June 6th, 2022. It was the second consecutive week of negative returns.
Brian
Jun 13, 2022

Weekly Factor Returns
A look at what factors influenced the market last week
The Russell 1000 declined 1.14% and the Russell 2000 declined 0.22% for the week ...
Brian
Jun 6, 2022

Weekly Factor Returns
The Russell 1000 gained 6.60% and the Russell 2000 gained 6.49%. It was the first positive week for the Russell 1000 since the week ending..
Brian
May 31, 2022