Factor Spotlight

This week we break down the advantages of using sector-specific risk models to hedge momentum risk vs. alternative methods.

We uncover the role that inflation plays in the current market leveraging Axioma’s Macro Projection model.

We resume where we left off last week exploring macro drivers of equities through the lens of the new Axioma Macro Economic Projection model

This week explore how fundamental managers can incorporate the insights offered by macro research into their existing workflows.

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.