Omega Point Blog

China alpha 2022 Extreme Movers

Alpha Drives US Markets, While China Takes the Global Stage

December 04, 2022

Over the past several months, we've introduced Extreme Movers, the latest tool in our arsenal to understand what is driving markets from week to week. We also debuted an international version of the Extreme Movers portfolio to help investors compare fluctuating alpha opportunities and factor-driven dynamics between the US and the world. The Extreme Movers portfolios allow us to apply hindsight to...

Alyx Flournoy, CFA

Beta China 2022 Extreme Movers

Factors Take the Stage Driven by Beta and China

August 07, 2022

Before we begin, I wanted to remind our readers that time is running out to register for our webinar with Wolfe Research this Tuesday, August 9 at 11:30 am ET: Next-Level Hedging using Wolfe Research's Sector Models in Omega Point. Please check out the link for more information and to sign up; we hope to see you there!

Alyx Flournoy, CFA

2019 China Exchange Rate Sensitivity

Sectors Most Exposed to US - China Trade Tensions

June 02, 2019

As US trade news continues to dominate headlines and the market, we'll resume our examination of Chinese and US stocks through the lens of the Exchange Rate Sensitivity factor. This time, we'll be decomposing exposure to this factor in both countries at the sector level, to gain an understanding of what industries are most represented and to see what differences we can identify...

Omer Cedar

2019 China Exchange Rate Sensitivity

Impact of Trade War in the US

May 26, 2019

Last week we looked at the impact of ongoing US / China trade tensions in the context of Chinese stocks through the lens of the Exchange Rate Sensitivity factor. In doing so, we were able to connect the impact that trade events had on Chinese net exporters and net importers. Today, we'll use the same analysis to examine US exporters/importers in our US model.First, we'll start with a...

Omer Cedar

2019 China Exchange Rate Sensitivity

Impact of the Trade War in China

May 19, 2019

With all eyes on the US - China trade morass, our focus this week will be on seeing if we can empirically evaluate the impact that ongoing trade friction has had on Chinese stocks. We'll do so through the lens of the Exchange Rate Sensitivity factor in our China-specific model. Ultimately, we'll aim to find out if this factor is an effective way to track trade tensions, and to see how...

Omer Cedar

Growth 2019 Global China Japan Canada

The Global Search for Growth

March 10, 2019

Continuing our exploration of the worldwide vs. US models, we're starting a series where we'll examine the factor characteristics and trends within broad global indices. This week, we'll start by examining Growth factor trends in key countries to better understand the country selection movements that are likely to follow.

Omer Cedar