Stock Market Internals Earnings Momentum, Small/Mid/Large Caps, Growth/Value/Cyclicals, and Additional Factors
Growth, Value, Cyclicals
Growth Continues Run In Q1
Additional Factors
S&P 500: Home On The Range
Earnings Momentum
Up/Down Earnings: Ratio Still Above Average
Small Cap/Mid Cap/Large Cap
Small Cap Premium Plunges To 5%
Growth, Value, Cyclicals
Growth Stocks Dominating Value
Additional Factors
Our Equal Weighted measurement slightly outperformed the Cap Weighted index and now leads by 50 bps for the year.
Earnings Momentum
Up/Down Earnings: Solid Start With Q4 Reports
Small Cap/Mid Cap/Large Cap
Small Cap Premium Sinks To 13%
Growth/Value/Cyclicals
Momentum Continues For Growth Stocks
Additional Factors
S&P 500: Worst Month Since Last January
Earnings Momentum
Up/Down Earnings: Above Average Final Number For Q3.
Small Cap vs Large Cap
Small Cap Premium A Tick Higher To 16%
Growth, Value, Cyclicals
Growth Strong In Second Half Of 2014
Additional Factors
S&P 500: Smallest Firms Drag In 2014
Earnings Momentum
Up/Down Earnings: Two Month Reading Slumps To Average
Small/Mid/Large Cap
Small Cap Premium Sinks To 15%
Growth/Value/Cyclicals
Growth Stocks Better In November
Additional Factors
S&P 500: Smaller Firms Get Lump Of Coal In 2014
Earnings Momentum
Up/Down Earnings: Best One Month Reading Since Q2 2011
Most Factors Navigate Volatility Well
During another volatile month for the market, factor performance remained fairly consistent, with Profitability, Quality, and Momentum all working again. Value struggled for the second consecutive month and performed poorly during both the decline and reversal in October.
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