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...
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.
Throughout 2019, geopolitics and trade conflicts were a fixture in the news. Now, as we near the end of the first month of 2020, there remain a number of geopolitical storylines that have yet to play out. These include the contentious Trump impeachment trial and November elections, ongoing turmoil in the Middle East (punctuated by the skirmish with Iran in early January), and...
