Omega Point Blog

Value Volatility Security Search 2020 Coronavirus

Hunting for Value in a Falling Market

March 08, 2020

Omer Cedar

Value 2020

Fundamentals Provide Surprising Context on the Current Value Spread

February 23, 2020

This weekly blog, Factor Spotlight, looks to bringissues to our readership that help to give them an edge – whether it is through fresh insights in the market or new ways to use our Omega Point tool to analyze and manage their portfolios.Timeliness is also key. Last week we initiated a multi-part analysis into Value, observing how the factor has performed since 1997 and...

Omer Cedar

Value 2020

At Oversold Levels, Value Stocks Pique Interest

February 16, 2020

This weekly blog, Factor Spotlight, looks to bringissues to our readership that help to give them an edge – whether it is through fresh insights in the market or new ways to use our Omega Point tool to analyze and manage their portfolios. Timeliness is also key. We focused on Geopolitical Risk for the last three issues — including the ever-evolving coronavirus story that has...

Omer Cedar

Growth Value 2019

Where’s the Alpha? Characteristics of Alpha-Driven Stocks

December 15, 2019

The end of the year is good a time for reflection and analysis, and many investors take the opportunity to use the typically less hectic market period between mid-December and mid-January to examine their process, figure out what’s worked over the past year, and think about improvements for the next year. A key candidate for annual adjustment is the definition of the investment...

Omer Cedar

Growth Value Profitability Earnings Yield Momentum Dividend Yield Market Sensitivity 2019 Global

Overbought/Oversold Factors Around the World

June 23, 2019

We’ve spent the past couple of weeks focusing on Momentum and Growth (both of which are continuing to revert to the mean on a normalized basis). Today, we’re going to pull back the lens and examine factor trends in our US and Worldwide models, in order to identify some other themes that are playing out right now.

Omer Cedar

Growth Value Profitability Earnings Yield 2019

Shrewd Investing Opportunities from Q1 Earnings

May 12, 2019

Over the past couple of weeks, we've examined Growth and Profitability to see the impact that 1Q earnings have had within the Russell 1000. We've now incorporated two more fundamental factors in our analysis - Value and Earnings Yield - to identify 21 companies that have had positive or negative fundamental changes in the past month that the market hasn't priced in yet. These names...

Omer Cedar

Value 2019 Global Security Search

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).

Omer Cedar

Value 2019 Global Japan Korea Australia

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.

Omer Cedar

Growth Value Momentum Volatility Market Sensitivity 2019 Global

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.

Omer Cedar

Value Beta 2018 Profitability Market Selloff Earnings Yield

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.

Omer Cedar