Axioma ROOF™ Score Weekly Highlights

This week's Axioma ROOFTM Score highlights delve into market sentiment swings on an escalating trifecta of geopolitical risks.

Posted 08.06.19 Olivier d'Assier

Stress-testing the impact of a ‘deal’ Brexit

With Boris Johnson finally in Downing Street, a ‘no-deal’ exit seems like a foregone conclusion. But is it? Here’s what could happen in case of a ‘deal’ Brexit.

Posted 07.31.19 Christoph Schon, CFA, CIPM

These stocks may be crowded … But it doesn’t mean they are riskier than they used to be

We ran a risk analysis of the 19 stocks the WSJ recently listed as some of the market’s most crowded trades, compared with the broader market.

Posted 07.30.19 Melissa R. Brown, CFA

Will a Fed rate cut support markets? At first, yes, but…

Markets consider a Fed rate cut on July 31 a foregone conclusion, though how share prices will react may depend on the size and the underlying reason.

Posted 07.24.19 Christoph Schon, CFA, CIPM

Weak economy, strong markets? – The German recession anomaly

Despite a steady stream of bad economic news, European stock markets just posted their best half-year performance in almost 10 years - the disconnect most notable in Germany.

Posted 07.19.19 Christoph Schon, CFA, CIPM

Finding the Missing Link

In this blog post, we present two use cases to explain how Linked Models can enhance your investment process.

Posted 07.11.19 Arnab Banerjee, PhD

Concerned about auto tariffs? Look to Asia for diversification…

Building on our earlier blog on the impact of US tariffs on EU car imports, we decided to take a look at the effects on automobile manufacturers in other regions.

Posted 07.10.19 Christoph Schon, CFA, CIPM

Pension Funds: Time to Rethink Asset Allocation Strategies?

In the past 10-20 years, positive interest rate sensitivity has had serious implications for Strategic Asset Allocation. We envision new equity products being developed which better control such interest sensitivity.

Posted 07.08.19 Dominic Clermont