Over the past two weeks, we've explored global trends in Growth and Value to determine the countries that have had the most (and least) exposure to those factors. Today, using our new Security Search feature, we're going to find the best positioned Growth and Value stocks across the worldwide model (70k+ stocks). Many clients have asked us for a tool that allows them to search for...
March 03, 2019Read More
December 02, 2018Read More
I hope those of you in the US enjoyed Thanksgiving weekend with your families while we took a brief hiatus from Factor Spotlight. This week, we'll provide an update on some factors we've been tracking for the past few weeks, as well as dig into an interesting phenomenon that we're observing in the relationship between Earnings Yield and Value.
October 28, 2018Read More
Over the past couple of weeks, we've discussed the factor rotation we observed during the initial market selloff, and how you can create a defensive basket of ETFs to maximize exposure to the defensive factors (Value, Profitability) and minimize exposure to the cyclical factors (Volatility, Market Sensitivity).
June 08, 2018Read More
In our May 11th Factor Spotlight, we highlighted that the Oil & Gas sector and Oil commodity factors were being flagged as Overbought in both our US and Macro models. We also discussed the potential readthrough to the Value factor, which was the most correlated factor to Oil & Gas at the time.
In the intervening weeks, these factors have seen a sharp selloff on a cumulative and normalized...
May 11, 2018Read More
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