First off, we hope that you and your loved ones remain healthy and safe, wherever you may be isolating during these difficult and troubling times. With the vast majority of us working from home these days, we’ve received many requests for educationally-oriented webinars, specifically those focused on investing during the current environment. Many of you had attended our joint webinars...
We continue to hope that you and your loved ones remain healthy and safe as we all adopt the new norm of staying sheltered in place.Thanks to all of you who were able to tune in for the webinar that we held with Qontigo (Axioma), we appreciated the strong showing and thought-provoking questions. If you missed it, you can find the recorded webcast and handouts here: Managing Your...
We hope you’ve been weathering our new shared reality of extreme market volatility and social isolation, and that you and your loved ones remain healthy and safe. Today, we’ll revisit last week’s topic of “Runaway Beta“ ahead of a joint webinar that we’ll be hosting alongside our partners at Qontigo (Axioma) this Wednesday (US) and Thursday (EMEA) entitled: Managing Your Portfolio in...
Today we’re going to discuss a key trend in the Beta factor that has heavily impacted investor portfolios during the turbulence of the past few weeks. This is the dominant factor to keep an eye on as we’re seeing significant polarization in company exposure to Beta, resulting in a phenomenon that has hurt investors as the market both falls and rises. We’ll elaborate further on “Runaway...
Today, we’re going to wrap up our series on Value in the real-life context of a massively volatile and beaten down market. We’d like to start by noting that after the turbulence of the past few weeks, our Global Market factor is flagged as “Extremely Oversold” at -2.9 standard deviations below the mean:
This weekly blog, Factor Spotlight, looks to bringissues to our readership that help to give them an edge – whether it is through fresh insights in the market or new ways to use our Omega Point tool to analyze and manage their portfolios.As the markets have been roiled by losses stemming from concerns around COVID-19’s impact on the global economy, we wanted to provide an update on...
This weekly blog, Factor Spotlight, looks to bringissues to our readership that help to give them an edge – whether it is through fresh insights in the market or new ways to use our Omega Point tool to analyze and manage their portfolios.Timeliness is also key. Last week we initiated a multi-part analysis into Value, observing how the factor has performed since 1997 and...
This weekly blog, Factor Spotlight, looks to bringissues to our readership that help to give them an edge – whether it is through fresh insights in the market or new ways to use our Omega Point tool to analyze and manage their portfolios. Timeliness is also key. We focused on Geopolitical Risk for the last three issues — including the ever-evolving coronavirus story that has...
In the two weeks since we initiated our multi-part investigation of the Geopolitical Risk Factor (GRF), a distressing escalation in cross-border coronavirus cases is raising alarms and prompting swift action as nations scramble to avert a potential global health crisis. Our thoughts go out to those impacted and to the well being of all global citizens. Meanwhile, this situation...
Last week, we introduced the Geopolitical Risk Factor (GRF) and analyzed its performance over the past three years. This week, we decompose this factor into its sector exposures in order to assess whether any specific sectors are associated with positive or negative movements in the factor.
