Factor Spotlight

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.

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.