Lenses

With 2021 Q2 earnings underway, we identify top crowded names by sector + actions that investors can take to mitigate their risk.

This week we evaluate our Environment Flow portfolio through an Industrials-first lens using the Wolfe US Industrials risk model.

Using the MSCI ESG dataset, we investigate which companies have made improvements in the environmental impact of their business operations.

This week, we highlight two methods which portfolio managers can use to brace against momentum rotation.

We revisit our Momentum Flow portfolios through the lens of the Wolfe Research Interest Rate Beta factor

With impending momentum rotation, we analyze sectors & style factors that may be hardest hit & create thematic baskets to brace portfolios.

We leverage Wolfe Research’s sector-focused risk models to uncover astounding factor premia driving the Financials space.

In light of recently elevated Treasury yields, we investigate the relationship between interest rate sensitivity, Growth, & Value.

We examine the benefits of using Wolfe Research's US Energy risk model and compare its performance versus a broader risk model.

We look at Wolfe Research's Technology, Media & Telecoms (TMT) risk model and compare its performance vs. a broad market risk model.