Small Cap Stocks – Russell 2000 Index as a % of Its 200-Day Moving Average Are investors too optimistic, as small-cap stocks are now very stretched? Image: BofA Global Research
Cyclical Stocks – Russell 2000 / Nasdaq 100 and U.S. 10-Year Real Yields Chart suggesting that the stock rotation should continue as cyclical stocks perform better from higher interest rates and better growth. Image: Morgan Stanley Research
Russell 2000 – Annual Returns and Intrayear Drawdowns 2020 is not finished yet, but this year could mark the largest drawdown in any given year that ended with a positive return. Image: Ritholtz Wealth Management LLC
U.S. Election Blue Wave – Russell 2000 vs. Nasdaq 1000 Futures and U.S. 10-Year Treasury Yield The blue wave trades collapsed after President Trump’s victory in Florida. Image: BofA Research Investment Committee
Russell 1000 Value Index Could this be the beginning of the rotation towards value and small caps? Image: Financial Times
Small Cap Stocks – Russell 2000 vs. S&P 500 and 10Y-2Y Treasury Yield Curve Will small-caps outperform large-caps? Image: Alpine Macro
Value Stocks – Russell 2000 vs. Russell 2000 Value Can value stocks bounce back, as Value tends to outperform in the early stages of an economic recovery? Image: Financial Times
Small-Cap Stocks – Russell 2000 Relative to the S&P 500 Chart suggesting weaker small caps relative to large caps over the long term. Image: BofA Global Research
Style Index Performance During Periods of Decelerating and Accelerating S&P 500 Earnings Growth – Russell 1000 Value vs. Growth Is it time for investors to favor value stocks, as Value tends to beat Growth when profits accelerate? Image: BofA US Equity & Quant Strategy
Russell 1000 American Stock Index – Growth vs. Value The gap between growth and value has widened considerably. It is now the largest divergence in decades. Image: The Economist