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Prepared by Scott Opsal Investment styles generally have an inherent tendency to outperform in either bullish or bearish market environments. One cohort attracts buyers when the equity market is running higher and optimism prevails, while other styles draw interest when the market is weak, worry abounds, and safety is the desire of the day. Such a behavioral bias is built into some factors by design, others accrue their directional bias as a secondary result of economic or cyclical forces. There is no “official list” of bullish or bearish factors, so we must infer these tilts by examining style performance during periods when the market is exhibiting clear signs of bullish or bearish sentiment. The pandemic-induced swings during 2020 were exceptional in their speed and magnitude, providing excellent data points for analyzing style performance during extreme phases of market movements

Scott opsalResearch takeawaysLeuthold groupHigh betaSmall capLow volatilitySmall capsLarge growthChanges duringPure valueDividend yieldConsistent dividend growthMinimum volatilityExchange traded fundsMo neyStock market