Factor Spotlight

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.

We provide an overview of the new Wolfe Research sector models that are now available on the Omega Point platform.

We look at how greater transparency into retail investor crowding can be used to avoid more pain for institutional portfolios.

This week we provide insights on hedge fund crowded names ahead of Q1 2021 Earnings using the Wolfe Research QES US Broad Model.

With the Biden administration expected to provide more focus on ESG issues plaguing society, how do today’s 'alpha-driven' stocks stack up?

We overlay less traditional factors onto our analysis last week to further understand the characteristics of alpha-driven securities.

We review the qualities of stocks whose risk in 2020 was “alpha-driven".