Factor Spotlight

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

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

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

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.