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...
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...
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