From Our Blog
The Global Value Environment
Mar 17, 2019 9:00:00 AM
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.
The Global Search for Growth
Mar 10, 2019 9:00:00 AM
Continuing our exploration of the worldwide vs. US models, we're starting a series where we'll examine the factor characteristics and trends within broad global indices. This week, we'll start by examining Growth factor trends in key countries to better understand the country selection movements that are likely to follow.
Comparing Factor Performance in a Global vs. US Model
Mar 3, 2019 9:00:00 AM
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.
Offensive Recovery Finale — The Model Portfolio
Feb 24, 2019 9:00:00 AM
Following up on last week's discussion, we conclude our multi-part series on positioning for a potential market recovery, by building and analyzing a model portfolio that internalizes the insights we've gained from prior recoveries. Through the construction of a model portfolio we've uncovered an intuitive insight applicable to the recent recovery so please make sure to read the section entitled
“Creating An Offensive Portfolio for 2019”.
Contemplating a Recovery: adding the idiosyncratic volatility factor to the mix
Feb 17, 2019 9:00:00 AM
I hope today's post finds you well and you are enjoying your Presidents' Day weekend. In last week’s Factor Spotlight, we sought to associate changes in fundamental factors—growth and profitability—with net momentum, and found that 77% of the time growth and profitability moved in the same direction, so did net momentum.