Equity Risk Monitors

Global Value’s winning streak rolls on; Asset diversification continues to plunge; Investors flock to US dollar’s safety.

Volatility and correlations jump as global markets fall; Country and currency risk continue to march up; China bucks the trend.

Drop in US Consumer Discretionary points to bearish sentiment; Factors drive a brief pause in the steady upward march of US volatility; Japan’s YTD return turns positive.

Growth continues to underperform in Developed Markets ex-US; US asset-asset correlations nearing two-year highs; Canada—the best performer and among least risky.

Industry risk triples for US small caps; Momentum correlations flip; Trading activity in Emerging Markets plunges.

US Consumer Staples bucks the trend of defensive sectors; Developed Markets ex-US fares better amid market tumult; Russian ruble becomes biggest winner against greenback.

The US becomes the biggest loser and riskiest so far in 2022; Global risk appetites continue to fall; Asset dispersion widens worldwide.

Tech stocks drive down the US market; UK remains among relative equity-market winners despite grim economic outlook; US dollar nears a 20-year high.

Global market rout led by Financials; China becomes riskiest among major regions; US Earnings Yield outperforms amid mixed reports.

Market risk drives the decline in global risk; European stocks continue to rise; Trading activity slides.

Benchmark risk in US and other Western markets falls, but not in Asia or Emerging Markets; Energy’s style exposures have changed, altering characteristics of portfolios making Energy bets; Volatility nears a 12-month high for several style factors.

Volatilities come down across European countries; Health Care lifts the European market; US market risk ticks down as stocks waver.