Lenses

We analyze whether the recent two mass selloffs were net outflows from, or net rotations within, the equity markets.

We provide several ETF-based strategies that bolster exposure to defensive factors & mitigates exposure to cyclical factors.

We decompose the substantial factor component of the stock market's massive 2018 selloff.

We dig into factor mimicking portfolios to determine what stocks and sector are driving a factor.

Profitability has been Oversold in both our US and global factor models, but may be turning a corner.

Momentum has been Overbought in both our US and Worldwide models and is now at an inflection point.

Profitability (Quality) is Oversold in both our US and Worldwide models. Also, an update Medium-Term Momentum.

A brief look at Momentum, which is overbought in both our US and Worldwide models.

The two mainstays of "Quality," both factors are reaching simultaneous short-term inflection points.

Since the start of its rally in March, Size is now Overbought in the US and Extremely Overbought globally.