Omega Point Blog

Geopolitical Risk

Macro Factors are Driving Market Surprise

March 27, 2022

Markets exhibited more strange behavior this week as the war in Ukraine raged on, and the macroeconomic backdrop continued to drive investor sentiment. So this week, we continue to leverage our Surprise Indices to highlight market reaction to current global events. We’ll also extend our analysis to illustrate a practical example of using our Surprise Index framework, combined with additional...

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Alyx Flournoy, CFA
Alyx Flournoy, CFA

Your Exposure to the New Economic Order - Part III

March 20, 2022

Since the Russian invasion of Ukraine on February 24th, we have leveraged our access to over 150 style and 400 sector factors to measure the market’s reaction. In our last two editions of Factor Spotlight, we introduced our Surprise Metric and our Surprise Characteristics Indices to quantify the significance of factor movements in the market and the sensitivity of assets to this new economic...

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Kevin Wahlberg
Kevin Wahlberg

Your Exposure to the New Economic Order - Part II

March 13, 2022

For the last two weeks, we have leveraged our access to over 150 style and 400 sector factors to measure the market reaction to Russia’s invasion of Ukraine. This week, we’ll be providing an update on the significant factor trends we see through the lens of our Surprise Metric.We will also introduce our Surprise Characteristics Indices, which will help quantify the reaction trade's risk and...

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Kevin Wahlberg
Kevin Wahlberg

Your Exposure to the New Economic Order

March 06, 2022

Russia’s invasion of Ukraine has transformed the world in an instant. 1.5 million people have already fled the country, and a 40-mile-long Russian convoy amasses on the outskirts of Kyiv. The humanitarian costs continue to stagger, and our hearts go out to the people of Ukraine. The third round of talks about ending hostilities is planned for this Monday; we can only hope that a cease-fire...

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Omer Cedar
Omer Cedar

Quantifying the Impact of Russia’s Incursion into Ukraine

February 27, 2022

Russia's launch of a long-feared invasion of Ukraine early on Thursday morning marked a significant escalation of the ongoing Russo-Ukrainian War, sending shockwaves worldwide and across the global financial markets. Further turmoil seems inevitable as Kyiv braces for a siege, sanctions against Russia cascade, and sovereign rhetoric amplifies. Investors already struggling with inflation, Fed...

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Omer Cedar
Omer Cedar

Flash Update: Coronavirus & its Impact on Geopolitical Risk

March 01, 2020
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Omer Cedar
Omer Cedar

Geopolitical Risk Portfolio as a Risk Management & Stock Selection Tool

February 09, 2020
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Omer Cedar
Omer Cedar

Sectors Driving Geopolitical Risk

February 02, 2020
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Omer Cedar
Omer Cedar

Quantifying Geopolitical Risk

January 26, 2020
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Omer Cedar
Omer Cedar