Factor Spotlight

We build and analyze a model portfolio that internalizes the insights from prior economic recoveries.

This week, we focus on positioning for a possible recovery by bringing idiosyncratic volatility into the mix.

Today we continue our analysis of early stage market rebounds with the goal of helping uncover potential offensive investment strategies.

We review market & factor trends of the past week and analyze past recoveries to see how various sectors behaved during the rebound.

We review market & factor trends of the past week and check in on Volatility and Market Sensitivity relative to past recovery regimes.

We review the factor trends of the past week with a focus on Volatility, Market Sensitivity, and Profitability as market bellwethers.

We review the factor trends of the past week with a focus on Volatility, Market Sensitivity, and Profitability as market bellwethers.

We review the factor trends of the past two weeks in the context of a mixed bag of economic headlines.

The last Factor Spotlight of 2018. We hope these notes have proven beneficial & look forward to sharing many more insights in the New Year.

Update on some key factors and a look at Profitability, which is Extremely Oversold, including historical context.