

Brian
May 20, 2024
Weekly Factor Returns
Factor returns were directionally similar between the two indices. Value and Volatility were the dominant influences. Each spread was ...


Brian
May 13, 2024
Weekly Factor Returns
Volatility was negative, indicating stocks exhibiting lower Volatility were rewarded last week relative to those with the highest Volatility


Brian
May 6, 2024
Weekly Factor Returns
Stocks were positive for the second consecutive week. Small caps lead over large caps with the Russell 2000 gaining 1.71% and the Russell...


Brian
Apr 22, 2024
Weekly Factor Returns
Value was a key influence on stock returns. Within the small cap universe, the most attractively valued stocks outperformed the least ...


Brian
Apr 18, 2024
2024 Q1 Small Cap Factor Review
Medium-term Momentum (MTM) was the clear winner among our five key factors in the first quarter. The Decile 1 - Decile 10 spread was 22.4%.

Brian
Apr 15, 2024
Weekly Factor Returns
Volatility within the small cap universe had the greatest spread, with lower Volatility stocks in favor. Stocks in the top decile ranked ...

Brian
Apr 8, 2024
Weekly Factor Returns
Domestic equities declined during the week ended April 5th. Small cap stocks dropped further than large caps. The Russell 2000 declined ...

Brian
Apr 1, 2024
Weekly Factor Returns
Factor returns were mostly in agreement across the capitalization spectrum, with Value being the lone factor with mixed spreads. Large Size

Brian
Mar 18, 2024
Weekly Factor Returns
Equities finished lower last week. The negative moves were led by small caps which declined 2.02%. It was the second straight week of ...

Brian
Mar 4, 2024
Weekly Factor Returns
Equities were positive last week, with small cap stocks outpacing large caps. Factor spreads were more pronounced in the small cap universe

Brian
Feb 26, 2024
Weekly Factor Returns
The Russell 1000 and Russell 2000 indices had diverging returns for the second straight week. This time the large cap index was positive ...

Brian
Feb 20, 2024
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 12, 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 5, 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
Jan 29, 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 22, 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 19, 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 16, 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 8, 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 2, 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...