Style analysis

Here is our twice-quarterly style box spreadsheet for readers. To preface the content, using iShare ETF’s for style-box returns, Value is clearly outperforming Growth across all market-caps.   However, using the Vanguard style-box ETF’s and YTD returns, the Growth style … Continued

  This “style box” update is refreshed every 6 weeks for readers so that the various market caps and styles can be tracked in terms of market leadership. While there was a sudden and sizable rotation from Growth to Value … Continued

  Because of the cacophony of “overvaluation” cries, it always pays to watch where the momentum is in the equity markets versus what is lagging. This style-box analysis and rotation is another way to manage market risk. Large-cap growth is … Continued

  “Value” hasn’t significantly outperformed “Growth” since 2016 and even then it was only for a year or so. Is now the time where Value investing comes back in vogue ? Small and mid-cap value sub-sectors are starting to perform … Continued

  What’s interesting about the Style Box update the last 6 weeks is that Small and Mid Cap Value are starting to close the underperformance gap between it and Growth. Large Cap Growth’s premium to Value has widened out substantially … Continued

  The bounce in the various US equity asset classes since December 24th and December 26th, is resulting in the small and mid-cap sectors within the SP 500 outperforming large-cap and growth for the first time in – well – … Continued

    The style-box update as of 11/16/18 is actually a little late: for some reason, the update wasn’t made for September 30th. It is typically done every 6 weeks for readers. The big change since mid-August is that mid-cap … Continued

  About every 6 weeks, this blog puts out a Style Box update on the various returns difference between small, mid and large-cap value and growth styles. Looking at the spreadsheet, large-cap value outperformed growth dramatically in 2016, and then … Continued