We’ve spent the past couple of weeks focusing on Momentum and Growth (both of which are continuing to revert to the mean on a normalized basis). Today, we’re going to pull back the lens and examine factor trends in our US and Worldwide models, in order to identify some other themes that are playing out right now.

Dividend Yield & MTM Update
July 26, 2018Here are a couple of quick updates on some factors that we've discussed in recent weeks.Dividend Yield / Growth Update Last week, we highlighted the Dividend Yield factor in our US model.
- At the time, our Factor Profile tool had isolated it as being “Extremely Oversold” at -2.24 standard deviations below the historical mean on a normalized basis.
- Today, this factor sits at -2.31 SD below the...

Factor Spotlight: Dividend Yield vs Growth
July 20, 2018Hope you've been having a good week. I wanted to briefly discuss the Dividend Yield factor in our US model, as our Factor Profile is indicating that it's currently “Extremely Oversold.”
Historically, we've seen Dividend Yield rally when investors have limited alternatives for yield - particularly in a lower rate environment. In a rising yield environment, dividend payments might not be as...
