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...
An Energy-First View of the World
February 21, 2021Before we kick off this week’s edition, we’d like to take a brief moment to send our thoughts and wishes to the millions of Texans, which include our customers and several members of Omega Point’s team, who are struggling with freezing temperatures, power outages and disrupted water service. This is a crisis of epic proportions, especially to those most vulnerable, and it is our hope that...
Revisiting Oil & Gas, and Value
June 08, 2018In our May 11th Factor Spotlight, we highlighted that the Oil & Gas sector and Oil commodity factors were being flagged as Overbought in both our US and Macro models. We also discussed the potential readthrough to the Value factor, which was the most correlated factor to Oil & Gas at the time.
In the intervening weeks, these factors have seen a sharp selloff on a cumulative and normalized...
Oil, Gas, & Energy
May 11, 2018Our Factor Profile tool is currently flagging the Oil & Gas sector in both our equity and macro models as exhibiting "Overbought" conditions. While interesting by itself, there are also implications for other factors that are important to understand and follow. Let's dig in:
Oil, Gas, & Consumables
- In the US market, the Oil, Gas, & Consumable Fuels sector factor has seen a strong rally, up ...