Latest Equity Risk Monitor Commentary
US market rises slightly, as risk inches up; Relative riskiness of US Small Caps declines; Industry risk slides in China.
Stock correlations drive uptick in US risk; Growth takes off worldwide; Airlines still among riskiest global industries.
The combination of Axioma Equity Risk Models and STOXX Indices, coupled with improved monitor features, increase the ability of investors to understand the risk environment in which they are operating.
US Energy the only loser in Q3; Value continues to underperform; Emerging and Developed Market risk at parity.
Analytics | Portfolio Risk Management
Equity Risk Monitor Highlights | Week Ended September 24, 2020
September losses leave the US market relatively flat for the year; Short-term correlations spike in the US; US Momentum ticks up, as its volatility remains high.
Analytics | Portfolio Risk Management
Equity Risk Monitor Highlights | Week Ended September 17, 2020
Risk appetites high worldwide; Health Care gains more ground in Europe; The Australian dollar rises to the top.
Analytics | Portfolio Risk Management
Equity Risk Monitor Highlights | Week Ended September 10, 2020
FAANGs lead market rout in the US; Global risk ticks up following tech plunge; Asset diversification at near-term peak.
US market among the top performers—but still one of the riskiest; US small-cap stocks lag large caps; Profitability and Low Volatility outperform in China.
