Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 06.12.17 Melissa Brown, CFA

Gilts underperform as FTSE reaches record high; Declines in FX and equity volatilities reduce portfolio risk

Last week, we saw British government bonds underperform their US and German peers, while the same-maturity Treasury and Bund rates fell.

Posted 06.07.17 Christoph Schon, CFA, CIPM

Pound takes a hit as political uncertainty increases; Portfolio risk rises as stocks and FX become less negatively correlated

Last Friday, we observed how the British pound dropped 1.2% versus the US dollar, as uncertainty increased around the outcome of the UK general election on June 8.

Posted 05.31.17 Christoph Schon, CFA, CIPM

Equity Risk Monitor Insights

Once a week, we publish a summary of the highlights from the prior week, using Axioma’s risk models and analytic tools to transform data into information.

Posted 05.30.17 Melissa Brown, CFA

Brazil’s Risk Jumped, But Did Not Breach Historical High Levels

We find that Brazil’s risk, while up sharply, is no higher than it has been in recent years, nor is its overall contribution to risk.  

Posted 05.26.17 Melissa Brown, CFA

Identifying Sector Risks and Opportunities, Technology Edition

Over the next few months we will be producing a series of reports that focus on risk characteristics of US sectors. The first sector we dove into was Information Technology.

Posted 05.26.17 Melissa Brown, CFA

Treasuries outperform Bunds and Gilts as political risk increases; Currency risk rebounds as the euro surpasses pre-US election levels

This week, we observed how US Treasuries outperformed their European counterparts amid rising political risk.

Posted 05.24.17 Christoph Schon, CFA, CIPM

Tight credit spreads: should you be worried?

Recent surveys by CFA UK and Bank of America Merrill Lynch (BAML) highlight a growing nervousness among investors about the impact of further Fed rate hikes on fixed income assets.

Posted 05.24.17 Christoph Schon, CFA, CIPM