Market Insights

A Rotation in the Stock Market

August 20, 20241 Min Read
August 20, 2024
1 Min Read

Michael E. Schroer, CFA

MANAGING PARTNER & CHIEF INVESTMENT OFFICER | RENAISSANCE INVESTMENT MANAGEMENT

Highlights

Rotation in the stock market can be seen in the difference in performance of the S&P 500 and the S&P 500 calculated on an equal-weighted basis. Is recent outperformance of the equal-weighted index likely to continue?

On July 11, the U.S. Department of Labor reported that the Consumer Price Index (CPI) fell slightly in June compared to May, dropping the year-over-year inflation rate to 3%. This marked the lowest annual inflation rate since the Federal Reserve began raising interest rates in March 2022, raising investor confidence that the Federal Reserve will cut interest rates later this year. The stock market reacted to the inflation news with a surge in the relative prices of smaller companies that, in many cases, could benefit most from lower borrowing costs. These gains came at the expense of many of the mega-cap stocks that have led the market advance since the beginning of last year.

Rotation in the stock market can be seen in the difference in performance of the S&P 500 and the S&P 500 calculated on an equal-weighted basis. For the year-to-date through July 10, the S&P 500 outperformed the equal-weighted index by 13.5 percentage points. From July 10 through the end of the month, however, the equal-weighted index outperformed the S&P 500 by 5.8 percentage points. Is this outperformance of the equalweighted index likely to continue? History suggests that the answer is “yes”.

The chart below shows the relative price of the equal-weighted S&P versus the S&P 500 over the past 20 years. While the equal-weighted index has outperformed over time, it has had several significant periods of underperformance, most recently over the past several years. July’s price action, however, is reminiscent of that seen in late 2008 and early 2009, when the equal-weighted index first began to outperform following a previous period of underperformance. After the 2008-2009 bottoming period, the equal-weighted index went on to outperform over most of the next 5–7 years.

Price History 1
S&P 500 Equal-Weighted Index / S&P Cap-Weighted Index
Data from 12/31/2004 - 7/31/2024; 12/31/2004 = 1.00.
1 Past performance is not indicative of future returns.
Source: FactSet

While July’s relative performance of the equal-weighted S&P was impressive, it may be just the beginning of further relative gains.

Michael E. Schroer, CFA

MANAGING PARTNER & CHIEF INVESTMENT OFFICER | RENAISSANCE INVESTMENT MANAGEMENT

Highlights

Rotation in the stock market can be seen in the difference in performance of the S&P 500 and the S&P 500 calculated on an equal-weighted basis. Is recent outperformance of the equal-weighted index likely to continue?

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This Market Update reflects the thoughts of Renaissance as of July 31, 2024. This information has been provided by Renaissance Investment Management. All material presented is compiled from sources believed to be reliable and current, but accuracy cannot be guaranteed. This is not to be construed as an offer to buy or sell any financial instruments and should not be relied upon as the sole factor in an investment making decision, nor should it be considered a recommendation. The views and opinions expressed are those of the Chief Investment Officer at the time of publication and are subject to change. There is no guarantee that these views will come to pass. As with all investments, there are associated inherent risks. Please obtain and review all financial material carefully before investing.

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REFERENCED INDEX
(Indices are unmanaged and are not available for direct investment.)

Consumer Price Index (CPI)—CPI is a measure that examines the weighted average of prices of a basket of consumer goods and services, such as transportation, food and medical care. It is calculated by taking price changes for each item. S&P 500 Index—The S&P 500 Stock Index is a market capitalization weighted index and consists of 500 stocks chosen for market size, liquidity and industry group representation.

S&P DATA
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