Omega Point Blog

Total Risk

Measuring Earnings Impact in Factors

April 28, 2019

Since we're in the thick of earnings season, this week we'll be examining the market's responsiveness to earnings by looking at how company exposure to the fundamental factors of Growth and Profitability have changed thus far during the 1Q reporting period. Ultimately, we'll highlight the companies in the Russell 1000 that have seen the most movement in their Growth and...

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Omer Cedar
Omer Cedar

RAPID RECENT DECLINE IN GLOBAL RISK

April 21, 2019
We hope you've been enjoying the holiday weekend. Today, we'll be examining Total Risk in the global market (using the ACWI as a proxy) to see how it has trended over the past 12 months. Similar to the exercise we ran on the US market last week, we'll seek to further our understanding of the recent market recovery through a global risk lens, and then compare it to the recovery of...
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Omer Cedar
Omer Cedar

US Total Risk Remains Elevated

April 14, 2019
This week we'll examine Total Risk in the US over the past 12 months (using the Russell 3000 as a bellwether) to better understand the mechanics of the market's swift recovery from the slump of late 2018. While we typically focus on the drivers of factor and market performance, it's also vital to determine how risk is trending (in particular the correlation between stock and factor...
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Omer Cedar
Omer Cedar