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Yes, Markets Are Oversold. But Investors Still Need to Be Cautious
Every month (or so), AGFiQ highlights the quantitative investment factors that are helping shape equity markets. Today’s focus is oversold conditions and the risk of weakening economic and earnings data.
Three Takeaways from the Summer Rally in Stocks
Every month (or so), AGFiQ highlights the investment factors that are helping shape equity markets. Today’s focus includes the risk on/risk off nature of the rebound in stocks and what the PMI cycle means for factor performance going forward.
What is Momentum Telling Investors Right Now?
Every month (or so), AGFiQ highlights the investment factors that are helping shape equity markets. Today’s focus is momentum volatility and what it may or may not be signalling investors.
Should Equity Markets Really Be This Volatile?
Every month, AGFiQ highlights the investment factors that are helping shape equity markets. Today’s focus is factor volatility and how the year so far stacks up to previous periods of heightened market turbulence.
Value Outperforms and Other Extremes Defining Markets So Far This Year
Every month, AGFiQ highlights the investment factors that are helping shape equity markets. Today’s focus is a look back on the first few months of the year and the extreme performance of certain factors and sectors over that time.
Pricing In a Slowdown
Every month, AGFiQ highlights the investment factors that are helping shape equity markets. Today’s focus is the relationship of certain factor performance with Purchasing Manager Indexes (PMIs).
Why Stocks That Fall Together May Not Rise Together
Every month, AGFiQ highlights the investment factors that are helping shape equity markets. Today’s focus is the synchronous underperformance of growth and momentum stocks.
When Value Gets Extreme
Every month, AGFiQ highlights the investment factors that are helping shape equity markets. Today’s focus is the recent and extreme outperformance of value stocks.
Why High-Beta Stocks May Not Be a Loss During the Next Phase of the Economic Cycle
Defensive segments of the equity market could benefit from a potential slowdown in economic activity…
Is low vol flying too high?
Assessing the valuation spread between low volatility and value factors.