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News & Research
Most Recent News & Research
While FAANGs have long basked in the investment spotlight, the digital transformation accelerated by the coronavirus crisis has dramatically amplified the market influence of these tech giants in the US.
Analytics | Portfolio Risk Management
Emerging Markets lag China in equity-market gains, but also risk
China’s weight may dominate Emerging Markets, but returns and risks have gone their own way. Emerging Markets in aggregate have not mirrored China’s recent equity-market gains. And while China’s risk has spiked, Emerging Markets’ risk has continued to fall.
Analytics | Portfolio Risk Management
Tracking error of Russell 2000 vs. Russell 3000 soars to 25-year high…and yours could too
Equity markets have mostly recouped the losses of the downturn that started in February of this year, but at different rates.
In our Fixed Income Chart of the Week for 8 June 2020, we noted that the CDS basis for names in the Markit iTraxx Europe index had gone significantly negative in March, which struck us as very unusual.
In many of our recent blog posts and webinars, we noted how the COVID-19 crisis had disrupted the long-established co-movements and interactions of major asset classes.
Analytics | Factor Investing
Lockdown, Partial Lockdown or No Lockdown — and the Impact on Equity Markets
How have local equity markets been impacted by different lockdown regimes?
Analytics | Portfolio Risk Management
A Coronavirus Chronicle: After Peaking and Plummeting, Investor Sentiment Creeps Back to Neutral…for the Moment
Between February 19 and March 23, 2020, the STOXX USA 900 index plunged some 32% in just 23 trading days.
We recently held a webinar and released the corresponding Quarterly Insight report. In both we detailed drivers of the sharp increase in risk during the first quarter and the implications for active portfolio management.
Banks in the Eurozone have suffered mightily from the impact of the coronavirus pandemic. Since the market peak of February 19, the EURO STOXX Banks index has recorded a staggering drop of 46%.
I have been asked how the current market decline (which officially hit “bear” status last week) compares with other bear markets.
As of March 5, the STOXX USA 900 was down almost 11% from its recent peak on February 19.
Market concerns finally came home to roost in recent days. The STOXX USA 900 index fell about 6.5% from February 24 through 25, with other markets around the world seeing similar declines.