Lenses

We review the factor trends of the past week with a focus on Volatility, Market Sensitivity, and Profitability as market bellwethers.

We review the factor trends of the past week with a focus on Volatility, Market Sensitivity, and Profitability as market bellwethers.

We review the factor trends of the past two weeks in the context of a mixed bag of economic headlines.

The last Factor Spotlight of 2018. We hope these notes have proven beneficial & look forward to sharing many more insights in the New Year.

Update on some key factors and a look at Profitability, which is Extremely Oversold, including historical context.

Update on some key factors and a check-in on Profitability, which remains flagged as Extremely Oversold.

Update on Volatility, Beta, and Profitability and a deep dive into why Value is underperforming Earnings Yield.

We continue to monitor Volatility, Beta, and Profitability to gauge what these factors suggest about the broader market.

How 2016 performance of Volatility, Market Sensitivity, and Profitability can help us understand this week's market rally.

We revisit three key factors to see what their performance over the last week may imply for the overall market.