Lenses

We follow up on Growth and Momentum and see what we can learn from historical examples when both factors reverted from these levels.

We use Exchange Rate Sensitivity portfolios to determine the sectors in US and China most impacted by trade news.

We use the Exchange Rate Sensitivity Factor to build a basket of US stocks and measure the impact of US - China trade news.

We use the Exchange Rate Sensitivity Factor to measure the impact of US - China trade news on a basket of Chinese stocks.

We add Value and Earnings Yield to our analysis to find stock trading opportunities in the Russell 1000.

We examine changes to Growth and Profitability exposure in the Russell 1000 at the Industry Group level so far during earnings season Q1 2019.

We examine changes to Growth and Profitability exposure among the constituents of the Russell 1000 so far during earnings.

We examine Total Global Risk in 2019 to see how it's trended during the recent market recovery vs. early 2016.

We look at Total Risk in the US (via the Russell 3000) to achieve a better understanding of the recent market rally.

We decompose recent performance for the Volatility and Market Sensitivity factors to better understand this week's market rally.