Factor Spotlight

Today we continue our analysis of early stage market rebounds with the goal of helping uncover potential offensive investment strategies.

We review market & factor trends of the past week and analyze past recoveries to see how various sectors behaved during the rebound.

We review market & factor trends of the past week and check in on Volatility and Market Sensitivity relative to past recovery regimes.

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.

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

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 check-in on Profitability, which remains flagged as Extremely Oversold.

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

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