Stock Market Internals Earnings Momentum, Small/Mid/Large Caps, Growth/Value/Cyclicals, and Additional Factors

S&P 500: Worst Month In Three Years

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Up/Down Earnings: Dismal Start To Q2

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Small Cap Premium Drops to 8%

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Growth Showing No Mercy To Value

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S&P 500: Largest Firms In Charge

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Up/Down Earnings: Q1 Finishes Substantially Below Average

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Small Cap Premium Jumps to 12%

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First Half Of 2015 All About Growth

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After rattling off nine consecutive quarters of gains, the S&P 500 quarterly winning streak is no more. We have to go way back to 1995-1998 to find a more impressive stretch (14 consecutive quarters). 

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The second month of Q1 earnings reports registered an Up/Down Ratio of 1.27. Following the theme from last month, this “two-month” score is well below average.

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Nudged higher by Small Cap outperformance in May, our premium is little changed month-over-month and remains in its new 5-10% habitat.

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Small Cap Growth stocks were the clear outperformers in May, up almost 4%. Growth stocks are still in favor when comparing YTD figures, with the performance gap especially prevalent in the Small and Large Cap spaces.

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Momentum and Sentiment bounced back in May, while Value and Quality struggled.

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S&P 500: Yet Another Record High Close In May

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The first month of Q1 earnings for 2015 registered an Up/Down Ratio of 1.63. After three consecutive above average quarters, the ratio did a swan-dive deep into below average territory.

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After residing in the 15-20% neighborhood for the past two years, the Small Cap premium may be finding a new home in the 5-10% range. Weaker earnings growth, and the outperformance of Large Caps over the last 18 months, are pushing the two P/E measurements closer to parity.

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Value stocks, recent underachievers, regained some lost ground in April. Large Cap Value was the month’s big winner—helped in large part by rallying energy firms. Large Cap Growth still leads YTD by more than 5%.

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Gainers outnumbered losers by more than 2 to 1 for the largest 25 firms, while the overall market turned in uninspired results. Still, Q2 is off to a positive start for the S&P 500 as we look for the 10th consecutive quarter of gains for the index.

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The final month of Q4 earnings reports registered an Up/Down Ratio of 1.48. If you recall, we entered the final month of earnings with a well above average, two-month ratio of 1.67. On a stand alone basis, March had a very weak ratio of 1.06.

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Small Cap Premium Bounces Back To 10%

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