Factor Spotlight

With growing evidence of a looming oil crisis, this week we quantify the sensitivity of assets to Oil, and other macro factors.

We illustrate methods to screen portfolios for risky Q3 2021 earnings season names and highlight some of the market’s most crowded stocks.

This week we outline a stress testing framework to quantify the systematic impact of an Evergrande default on investor portfolios.

With a looming default from China Evergrande on the horizon, we assess the systematic web between Evergrande and global markets.

We wrap up our analysis of alpha opportunity by evaluating where capital constraints may hinder active investors' ability to realize alpha.

We continue our discussion on diversification by introducing the alpha opportunity ratio and analyzing market sectors through this powerful lens.

This week we explore the challenges of portfolio diversification in covid-stressed markets with higher stock correlations.

We present a framework to help investors uncover alpha opportunities from pending Infrastructure spending legislation.

This week we look at the potential impact of the $1Trillion Infrastructure Bill on stocks focused on clean energy and the power grid.

This week we investigate which segments of the market deserve the most focus from investors grappling with inflation-induced anxiety.