Omega Point Blog

Medium Term Momentum

Dissecting the Q3 2021 Momentum Rally

October 31, 2021

The Momentum factor tends to be top-of-mind for factor practitioners in all markets, but it has been particularly tough to take the eye off of Momentum in 2021. The last time we spotlighted Momentum, we pointed to the beginning of a transition in the makeup and characteristics of Momentum stocks. Because Medium-Term Momentum is typically a measure of a stock’s trailing twelve-month return,...

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Kevin Wahlberg
Kevin Wahlberg

Adding Fuel to the Raging Value Debate Fire

August 16, 2020
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Chris Martin
Chris Martin