Category Archives: IJJ

US Small Caps Lead US Equity Factor Performance Year To Date

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

Small-cap stocks have delivered the strongest returns so far in 2018 for key US equity factors, based on a set of proxy ETFs. For year-to-date results through yesterday’s close (July 10), iShares Core S&P Small-Cap (IJR) is the top performer with a strong 13.2% total return so far in 2018. A close second-place performer this […]

Momentum Continues To Lead For US Equity Factor Returns

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

The US stock market has been on a roller coaster for much of 2018, but the surge in volatility hasn’t derailed momentum’s leadership for US equity factors, based on a set of proxy ETFs. For year-to-date results through last week’s close (May 25), the iShares Edge MSCI USA Momentum Factor (MTUM) still leads the field. […]

Spike In Market Volatility Dents Momentum Factor’s Dominance

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

Momentum-based strategies have led the factor-investing horse race for US equities in recent history, but the latest surge in market volatility may be its undoing. For the trailing 30-day period, the momentum factor’s modest loss leaves it in last place, based on a set of ETFs tracking key US-based factor strategies. By contrast, the best-performing […]

Momentum Factor Still Leads After Surge In Market Volatility

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

The US stock market this year has taken investors on a white-knuckled ride, but the momentum factor’s performance leadership has remained a constant in the US equity factor space, based on a set of proxy ETFs. For year-to-date performance through yesterday’s close (Mar. 5), the iShares Edge MSCI USA Momentum Factor (MTUM) remains the clear […]

Despite Market Turmoil, Momentum Factor Still Dominates

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

The recent spike in stock market volatility has dented the momentum factor’s powerful bull run, but the strategy continues to reign supreme over its main competitors in the US equity factor space, based on a set of proxy ETFs. For the one-year trend, it’s still a one-factor race. The iShares Edge MSCI USA Momentum Factor […]

Momentum Continues To Dominate Factor ETF Performances

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

The US stock jumped to another record high yesterday, providing more fuel to keep the momentum factor sizzling. All the major factor strategies are posting solid one-year returns these days, but momentum’s trend remains a bullish outlier, based on a set of proxy ETFs. The outsized return for the momentum-factor strategy, which targets equities that […]

Momentum Leaves Other Factor Strategies In The Dust This Year

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

No one will confuse it with Bitcoin, but momentum is certainly red hot among US equity factor strategies, based on a set of ETFs. Stocks exhibiting relatively strong and persistent performance have outperformed for much of the year so far and the gap has widened in recent weeks. All the major equity factor strategies are […]

Momentum Still Dominates For US Equity Factor Performances

Posted on in $SPY, Finance News, IJJ, IJR, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

As horse races go, this one’s not even close. The momentum factor continues to leave the rest of the field in the dust for the major US equity factor strategies, based on the one-year trend via a set of ETFs. Although all the factor funds are posting solid gains through yesterday’s close (Nov. 8), the […]

Momentum Continues To Lead US Equity Factor Strategies

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, USMV, VYM | 0 comments

A bull market prevails across all the major US factor strategies led by momentum, based on one-year returns via a set of proxy ETFs. The iShares Edge MSCI USA Momentum Factor (MTUM) ticked up to a record high at yesterday’s close (Oct. 10). The upside bias for the fund has been unusually strong recently. The […]

Testing Equity Factor Allocation Strategies With Random Portfolios

Posted on in $SPY, Finance News, IJJ, IJS, IVE, MTUM, QUAL, RSP, USMV, VYM | 0 comments

Designing and managing asset allocation strategies based on factors is promoted in some corners as a better way to build portfolios. Not surprisingly, there’s no shortage of studies that support this view. But the jury’s still out on whether it’s prudent to throw out the standard asset-class buckets. Factor-based investing can play a productive role […]