Lenses

We demonstrate a simple framework to help investors identify potential high alpha opportunities in the covid market environment.

We recap the webinar we held with Qontigo this week, diving into the latest in Market Sensitivity and providing an optimization case study.

We continue our analysis of Runaway Beta at the industry level and preview a joint webinar we’re hosting with Qontigo (Axioma) this week.

We discuss the dramatic trend in Market Sensitivity that has beleaguered investors throughout the market's recent swings in both directions.

We conclude our series on Value by assessing a typical Value basket's sector exposures and creating a sector-diversified Value basket.

We assess the performance of the Geopolitical Risk factor YTD to see how it has tracked the spread of COVID.

A deeper dive into Value -- examining performance and fundamental characteristics of the top and bottom quartiles of our US Value portfolio

The week’s column focuses on the highly anticipated return of value as a profitable investing strategy.

In our final posting on the Geopolitical Risk Factor, we examine its capability as a risk mitigation and stock screening tool.

We look at which industries have been most exposed to the Geopolitical Risk Factor in the post-2016 election period.