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This study examines the impact of macroeconomic factors on market equity performance using U.S. value-weighted capital data. By merging and resampling datasets to a monthly frequency, we analyze statistical trends and visualize key relationships. Regression models assess how macroeconomic indicators, like short-term interest rates, influence market equity. The findings enhance understanding of factor-based investing and macroeconomic effects on financial markets, offering insights for investors and policymakers.
