Analytics

Olivier d’Assier, head of Asia Pacific applied research at Qontigo, discusses the outlook for stock markets in Japan and the US. He speaks with Shery Ahn and Haidi Stroud-Watts on “Bloomberg Daybreak: Asia.”

Land of the rising equity market.

Short-term US Treasury bill yields drop over debt ceiling deal hopes; Returning risk appetites boost the dollar as investors move on from inflation concerns; Opposing share prices and FX rates reduce portfolio risk.

“They are large companies with well-diversified revenue bases, with no debt, with profitable income statements, with strong balance sheets,” said Olivier d’Assier, head of APAC applied research at Qontigo, in a phone interview on Friday.

Investor sentiment continued to improve globally in the past two weeks, completing its recovery from the lows reached during the US banking crisis in March.

Is the US heading towards another debt-ceiling crisis? Using Qontigo’s Axioma Risk tools, we take the 2011 precedent and run a series of stress tests to analyze how negatively investment portfolios could react this time.

Speculations on ‘technical’ default persist, boosting short-term borrowing costs; Bank of England raises rates…and the pound drops; Lower equity volatility reduces portfolio risk.

Qontigo Global Head of Applied Research Melissa Brown says the market is being lead by a few large technology stocks which is “unsustainable”.

Qontigo Global Head of Applied Research Melissa Brown explains what investors are waiting for: the “show me the money” moment, before putting more money to work in the markets.

In a discussion about the current state of the U.S. markets, Managing Director of Applied Research Melissa Brown shed light on the disproportionate dominance of large tech stocks.

Low Volatility, Low Volume and High Concentration: Triple Treat or Triple Threat?; Factor Performance: Some sharp reversals from Q1, and not in the “right” direction.

Default fears push US T-bill rates to 23-year high; Credit spreads resurge amid renewed bank stability worries; Portfolio risk remains steady as negative correlations offset higher equity volatility.