Omega Point Blog

Quality

Post Midterms: Quality Back in Demand

November 11, 2018

Before we jump into this week's Factor Spotlight, I wanted to let you know that I will be at Learn2Quant New York on Friday, November 16, where I will be leading a session on "How to be Factor Aware" alongside Axioma's Melissa Brown. If you're in NYC this upcoming week, we hope you can attend.

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Omer Cedar
Omer Cedar

Factor Spotlight: Earnings Yield & Profitability

August 09, 2018

Hope your week is going well. Today, I wanted to highlight recent trends in the two key components of what is referred to as "Quality" - the Earnings Yield and Profitability factors.Our Factor Profile tool is currently indicating that Earnings Yield and Profitability are reaching simultaneous inflection points in our US model. As I'll show below, historically both of these factors have very...

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Omer Cedar
Omer Cedar

Profitability is at an inflection point

April 26, 2018

I wanted to highlight Quality as a factor that is hitting an inflection in both the US and Global markets. In our platform, Quality = Profitability, and is defined as a combination of return-on-equity, return-on-assets, cash flow to assets, cash flow to income, gross margin, and sales-to-assets.

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Omer Cedar
Omer Cedar