Monday, November 30, 2009

Quant Market Observations

For the week 11/23 - 11/27, we note the following:

Winner of the week: Large cap

Top 100 stocks by cap: -0.4%
S&P 500 equal-weighted: -0.6%
Top 3000 equal-weighted: -1.1%
Small Cap equal-weighted: -1.2%

S&P 500 equal-weighted: -.6%
S&P 500 cap-weighted: -.4%

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