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.
Safe-haven assets rally as geopolitical tensions rise
Last week, we saw safe-haven assets rally- the gold price shot up by over 2%, while 10-year benchmark yields in the US, the Eurozone and the UK dropped.
Giving a Boost to Value Performance—with a Little Factor Awareness (and Luck)
Investment cycles may last longer and go deeper than seems possible, but they do eventually reverse -- often when investors are just about to throw in the towel.
Bond yields fall and pound drops after surprise BoE vote
Last week, we saw German government bonds outperformed their US and British peers, as risk-free yields fell on both sides of the Atlantic.