Last week, we shared the companies in the Russell 1000 that had seen the biggest changes in exposure to the fundamental factors of Growth and Profitability since the beginning of 1Q earnings season. Today, with more earnings in the rearview, we'll run the same analysis at the Industry Group (GICS 2) level in order to see what more we can learn about the market's response to...
March 03, 2019Read More
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July 26, 2018Read More
Here 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...