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News & Research
Most Recent News & Research
US market risk inches up as stocks waver; Large Caps outperform in Developed Markets but underperform in Emerging Markets; Sharp decline in Japanese stocks drives jump in risk.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended October 6, 2023
Treasury curve inversion lessens after stronger-than-expected jobs growth; Strong oil price fluctuations raise portfolio risk
The STOXX Global 1800 index fell 4.3% last month and the STOXX World AC lost 4%. Projections from the Federal Reserve indicate the central bank may hike rates further this year and cut them by less than previously expected in 2024.
In connection with a takeover, the free float of SUSE S.A. has dropped below ten percent and the company will be deleted from the SDAX.
Stocks fell by the most in one year in September amid expectations that interest rates in the US may stay higher for longer than previously expected.
Analytics | Portfolio Risk Management
Equity Risk Monitor Highlights | Week Ended September 29, 2023
Currency risk fell as US dollar strengthened; US Dollar’s strength drives high return for Exchange Rate Sensitivity; Short-Horizon model has risk down over the quarter, but the trading horizon model shows an 18% increase.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended September 29, 2023
Bund curve inversion lessens over downward inflation surprise; Higher-for-longer rates lift dollar to 10-month high; Stronger FX fluctuations offset lower equity volatility, keeping portfolio risk stable.
Analytics | Portfolio Risk Management
Equity Risk Monitor Highlights | Week Ended September 22, 2023
Magnificent 7 stocks weigh on US market; Despite an uptick in risk, low volatility environment persists; Industrials and Materials put pressure on China’s market
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended September 22, 2023
Dollar and Treasury yields rise as rate setters up their monetary policy projections; Bank of England breaks hiking cycle after downward inflation surprise; Combined stock-bond sell-off boosts portfolio risk
STOXX Ltd. has announced the licensing of the DAX Index (JPY Hedged) to Norinchukin Zenkyoren Asset Management Co., Ltd. (NZAM) in Japan. The index is used as an underlying for an ETF which will be listed on the Tokyo Stock Exchange. It is the 2nd DAX ETF on the Japanese market.
Armelle Loeb, head of index sales for EMEA at STOXX, discusses the evolution and appeal of custom and factor-based indices, and why custom income strategies have delivered good performance.
Analytics | Portfolio Risk Management
Equity Risk Monitor Highlights | Week Ended September 15, 2023
EM v DM update; Size Again?