Barclays Analysis: Small-cap and financial stocks underperform after the Federal Reserve's rate hike cycle begins, while energy and value stocks outperform.
Barclays' analysis of the five Federal Reserve tightening cycles since 1994 reveals that within one quarter of the first rate hike, the S&P 500 median fell by 3.9%, and the Russell 2000 small-cap index median fell by 7.2%. Among sectors, financials performed the worst, with a median decline of 8.4%, while energy was the only sector to record positive returns, with a median increase of 0.3%. In terms of style factors, value stocks generally outperformed growth stocks, with this divergence being even more pronounced among small-cap equities.
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