Sep 13, 2020 | Factor Watch
Summary The week ended September 11, 2020 saw the S&P 500 decline -2.48%; the index is now down -0.83% month-to-date, and up 3.79% YTD. Last week saw the first consecutive week of back-to-back weekly declines since April.U.S. Homebuilders (ITB) led all global...
Sep 7, 2020 | ETF Watch, Long-Short U.S. Equity Model Signals
Summary: Signals derived from our U.S. equity models have been flipping to a bullish outlook since March. Equity trends, volatility and credit spreads are generally positive.However, last week, credit default swaps on investment-grade debt ticked higher. CDS are...
Sep 7, 2020 | Factor Watch
Summary The week ended September 4, 2020 saw the S&P 500 decline -1.93%; the index is now up 2.39% for the month and 6.43% YTD.Factor-wise, the best-performing factors YTD were also the best for the week, including Revenue Estimate Dispersion (+4.81% for the week...
Aug 31, 2020 | Long-Short U.S. Equity Model Signals
Summary: Another new Buy signal in our U.S. equity models was triggered last week. On August 26, 2020 our Medium-Term Trend model flipped when the S&P 500’s 100-day moving average closed above its 200-day average.This change in confirmed earlier signals from our...
Aug 31, 2020 | Factor Watch
Summary The week ended August 28, 2020 saw the S&P rise 2.23%, and the index is now up 8.92% YTD. European and Chinese stock markets are within a few percent of their 52-week highs as well.Domestic breadth continues to expand to include not only growth and...
