Omega Point Blog

Alpha Driven Stocks

The Return of Alpha

August 08, 2021

From the onset of the COVID pandemic through much of the year 2020, we saw the deterioration of alpha-driven stocks as common, systematic factors dictated performance. So this week, we’ll revisit a question we last posed at the beginning of the year: “Where’s the Alpha?”. Have opportunities for idiosyncratic, stock-specific outperformance returned? If so, where can we look to find it?

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Kevin Wahlberg
Kevin Wahlberg

Is there ESG Awareness in Alpha-Driven Stocks?

January 17, 2021

With the inauguration of the 46th US president just days away, there has never been a riper time for the fruit of socially responsible investing. President-Elect Biden has promised to directly address the environmental, social, and governance issues that are bound to plague society if left with no focused intervention.

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Alpha's DNA Through the Lens of Alternative Factors

January 10, 2021

If there is one thing that 2020 has taught us, it is to expect the unexpected. The tragic events that unfolded at the Capitol building this past Wednesday were no exception, and our hearts go out to the families who lost their loved ones. We can only hope that the path ahead is now a little more stable.

In last week’s Factor Spotlight, we discussed the concept of an alpha-driven stock and...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Where's the Alpha? Characteristics of Alpha-Driven Stocks in 2020

January 04, 2021

Happy New Year from the Omega Point family! While 2020 was a challenging year for many, we hope that the holidays provided a much needed reset to start 2021 off fresh.Sometimes the best way to start a new year is to reflect on behaviors and trends from the prior year. With this in mind, we are kicking off our inaugural article for this year by reviewing the qualities associated stocks whose...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Examining Industry Alpha Trends & Opportunities for Diversification

January 12, 2020

We’ve been receiving a lot of good feedback on our alpha-driven series, including last week’s dissection of alpha trends at the Industry Group (GICS2) level since Jan 2018. To wrap up our alpha trends series, we’ll pull the lens back to perform more of a longitudinal study, so we can get an understanding of how these industry trends have played out since 2007.We’ll also provide our...

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Omer Cedar
Omer Cedar

Looking into 2020: Industry Alpha Trends

January 05, 2020
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Omer Cedar
Omer Cedar