Omega Point Blog

Value

Finding the Top Growth and Value Names Abroad

March 24, 2019
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...
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Omer Cedar
Omer Cedar

The Global Value Environment

March 17, 2019
Last week, we took a look at the Growth picture in the US, China, Japan, and Canada in the lens of our global model. Today, as we continue our series on global factor trends, we'll assess how Value factor screens within global indices, to see where investors might find the most Value-friendly markets abroad.
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Omer Cedar
Omer Cedar

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.
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Omer Cedar
Omer Cedar

Value vs Earnings Yield

December 02, 2018

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.

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Omer Cedar
Omer Cedar

Characteristics of the Recent Selloff

October 28, 2018

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).

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Omer Cedar
Omer Cedar

Revisiting Oil & Gas, and Value

June 08, 2018

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...

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Omer Cedar
Omer Cedar

Oil, Gas, & Energy

May 11, 2018

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 
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Omer Cedar
Omer Cedar