Omega Point Blog | Market Sensitivity

Beta Market Sensitivity 2020

A Tale of Two Betas

October 04, 2020

Before we dive into this week’s 'Tale of Two Betas', I’d like to take this opportunity to invite you to join Omega Point this Tuesday at 11:30am ET for the kick-off webinar in our 4-Part “Best Practices in Hedging" Series: Creating Custom Hedge Baskets. With sky high market uncertainty forcing practitioners to reexamine their risk management practices, this shapes to be a timely and...

Chris Martin

Growth Value Profitability Earnings Yield Momentum Dividend Yield Market Sensitivity 2019 Global

Overbought/Oversold Factors Around the World

June 23, 2019

We’ve spent the past couple of weeks focusing on Momentum and Growth (both of which are continuing to revert to the mean on a normalized basis). Today, we’re going to pull back the lens and examine factor trends in our US and Worldwide models, in order to identify some other themes that are playing out right now.

Omer Cedar

Growth Value Momentum Volatility Market Sensitivity 2019 Global

Comparing Factor Performance in a Global vs. US Model

March 03, 2019

Typically, the factor trends that we observe in Factor Spotlight are based on our US model. This week, we'll be introducing our worldwide model by taking a look at how some of the major factors have behaved on the global level, compared to what we're seeing in the US.

Omer Cedar

Growth 2018 Momentum Market Sensitivity

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...

Omer Cedar

Beta 2018 Market Sensitivity

Market Sensitivity Update

June 01, 2018

In last week's Factor Spotlight, we discussed how the Market Sensitivity (Beta) factor was being flagged as Overbought and appeared to be reaching an inflection point. I wanted to quickly follow up as the factor has indeed seen a sell-off on both a cumulative and normalized basis in the global and US markets.

Omer Cedar

Beta 2018 Market Sensitivity

Market Sensitivity

May 25, 2018

This week, I wanted to highlight the Market Sensitivity (Beta) factor as our Factor Profile tool currently has it flagged as Overbought in both the US and the broader global market.

Omer Cedar