From Our Blog
The Market Reacts to Inflation with Sector Realignment
Jun 26, 2022 8:00:00 AM
Over the last month, we've introduced Extreme Movers, the latest tool in our arsenal to understand what is driving markets from week to week. Two week's ago, we debuted an international version of the Extreme Movers portfolio to help investors compare fluctuating alpha opportunities and factor-driven dynamics between the US and the world. The Extreme Movers portfolios allow us to apply hindsight to the prior week's momentum to understand the following key questions better:
- Was the preceding week an alpha-driven or factor-driven week?
- What are the factor characteristics of the stocks that drove the market?
Rate Hikes and Recession Fears Grip Markets
Jun 19, 2022 8:00:00 AM
Over the last few issues of Factor Spotlight, we've introduced Extreme Movers, the latest tool in our arsenal to understand what is driving markets from week to week. Last week we debuted an international version of the Extreme Movers portfolio to help investors compare fluctuating alpha opportunities and factor-driven dynamics between the US and the world. The Extreme Movers portfolios allow us to apply hindsight to the prior week's momentum to understand the following key questions better:
- Was the preceding week an alpha-driven or factor-driven week?
- What are the factor characteristics of the stocks that drove the market?
US and International Markets Show Consistent Reaction to Uncertainty
Jun 12, 2022 8:00:00 AM
Before we jump into this week's Extreme Movers, I wanted to let you know that Omega Point's CEO Omer Cedar and I will be attending the S3 AIR Summit this Monday, June 13, at the NYSE to present "Data-Driven Superpowers for Institutional Investors." For those of you who will be in attendance, we hope to see you there.
Now on to this week's main course...
Over the last few issues of Factor Spotlight, we’ve introduced the latest tool in our arsenal to understand what is driving markets from week to week. The Extreme Movers portfolio allows us to apply hindsight to the prior week's momentum to understand the following key questions better:
Increased Alpha Opportunity Amid Continued Risk-On/Risk-Off Sentiment
Jun 5, 2022 8:00:00 AM
In the last issue of Factor Spotlight, we introduced the latest tool in our arsenal to understand what is driving markets from week to week. The Extreme Movers portfolio allows us to apply hindsight to the prior week's momentum to understand the following key questions better:
- Was the preceding week an alpha-driven or factor-driven week?
- What are the factor characteristics of the stocks that drove the market?
Capturing Weekly Trends through our Extreme Movers Portfolio
May 22, 2022 8:00:00 AM
This week we place a brief pause on our Surprise Metrics analysis to introduce the Extreme Movers portfolio, another method that can help investors augment their understanding of what is transpiring in the markets. But for those of you who have been closely following the Surprise Metrics over the past several months, no worries; updated tables and our analysis will resume on Jun 4, following a Memorial Day holiday break next Monday. Please reach out to me if you'd like to receive the Surprise Metrics earlier.