Identifying Alpha: Using Factor Exposures to Determine Future Risk
Hedge fund players should identify the alpha or idiosyncratic return in a stock so that you can determine if the price has been driven by the market, or the unique risks and opportunities of the company. Understand the exposures in a stock beyond its story using the factor exposures from Bloomberg's risk model to determine the risks when including it in a portfolio, or pairs trade.
Speakers
Adam Lynne, CFA
Product Manager for Style Analysis
Bloomberg
Adam has worked at Bloomberg LP since 2012 and has been a Product Manager since 2019. Prior to joining the Product department, Adam worked with buyside customers focused on equity and fund investments, portfolio construction, risk analysis, as a buyside workflow specialist.