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News & Research
Most Recent News & Research
Index | ESG & Sustainability
Natural capital ‘wake-up call’: Understanding portfolios’ impact and dependencies on biodiversity
As biodiversity garners increased attention and data availability expands, understanding its effect on portfolios becomes paramount. In our first edition of Perspectives, we spotlight how ISS ESG’s innovative methodologies can help assess a portfolio’s impact and natural capital dependencies.
Momentum begets momentum, until it doesn’t; European risk’s recent decline drops it to near a 10-year low.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 22, 2024
Downward inflation surprise sways BoE further toward cutting rates; BoJ raises rates for first time in 17 years…and the yen plummets; Joint stock and bond rally boosts portfolio risk.
This modest uplift in sentiment comes on the heels of the interest rate decision meetings conducted by several major central banks the week prior, which did not yield any negative surprises.
China among the worst performers and riskiest markets; US small caps much riskier than large caps; Large stocks with momentum preferred in developed markets.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 15, 2024
Upward inflation surprise leads traders to discount another Fed rate cut; But euro bond markets remain undeterred, pushing risk premia to 2-year low; Lower equity volatility and correlations reduce portfolio risk.
Investor sentiment continues to be largely influenced by the policy decisions of leading central banks, including the Fed, the ECB, the BoE, the BoJ, and the BoC.
US and European markets diverge despite similar signals from Central Banks; Asset diversification skyrockets in Europe; Pound strengthens against the greenback.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 8, 2024
Bund yields tumble as ECB points toward June rate cut; Fed getting closer to dialing back monetary restrictions weighs on dollar; Renewed focus on monetary policy raises cross-asset correlations and portfolio risk.
In the United States, Europe, and the United Kingdom, sentiment declined sharply after both the Fed and the ECB reiterated that they were in no hurry to cut interest rates, which also negatively affected sentiment among Global Developed and Global ex-US Market investors.
Analytics | Portfolio Risk Management
Multi-Asset Class Risk Monitor Highlights | Week Ended March 1, 2024
Modest gains in US consumption expenditure keep rate cut hopes alive; Continued equity gains reduce portfolio risk.
Focus on US Small Cap: Small caps beat large in February, with Health Care driving the difference; Small cap style factor returns larger in magnitude and bigger than expected; Small cap correlations increased, driving risk higher; the opposite happened in large cap.