Omega Point Blog

Reflections On Quantamental Investing

Growth

Factor Spotlight: EOY 2018

December 23, 2018

With the next issue to be published in January, the entire Omega Point team and I would also like to take this opportunity to wish you a peaceful holiday season and New Year filled with happiness and prosperity.

As noted last week, you can now access all past issues of Factor Spotlight on our website, and in this issue we have compiled a list of the top 5 most popular Factor Spotlights of...

Read More
Omer Cedar
Omer Cedar

Profitability is closer to an inflection point

December 16, 2018

I hope all is well as we head into year-end and the holiday season. Before we dive in this week, I’m thrilled to announce that you can now view current and past issues of Factor Spotlight directly on this blog. You can also filter articles based on keywords to more quickly find specific topics you would like to explore further.

Read More
Omer Cedar
Omer Cedar

Dividend Yield & MTM Update

July 26, 2018

Here are a couple of quick updates on some factors that we've discussed in recent weeks.Dividend Yield / Growth Update Last week, we highlighted the Dividend Yield factor in our US model.

  • At the time, our Factor Profile tool had isolated it as being “Extremely Oversold” at -2.24 standard deviations below the historical mean on a normalized basis.
  • Today, this factor sits at -2.31 SD below the...
Read More
Omer Cedar
Omer Cedar

Factor Spotlight: Dividend Yield vs Growth

July 20, 2018

Hope you've been having a good week. I wanted to briefly discuss the Dividend Yield factor in our US model, as our Factor Profile is indicating that it's currently “Extremely Oversold.”

Historically, we've seen Dividend Yield rally when investors have limited alternatives for yield - particularly in a lower rate environment. In a rising yield environment, dividend payments might not be as...

Read More
Omer Cedar
Omer Cedar

Oil, Gas, & Energy

May 11, 2018

Our 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 
Read More
Omer Cedar
Omer Cedar