Diana R. Baechle, PhD - Applied Research

As a member of Axioma's Applied Research Team, Diana R. Baechle generates unique insights into risk trends by consolidating and analyzing the vast amount of data on market and portfolio risk maintained by Axioma. Her research helps clients and prospects better understand and adapt to the evolving risk environment.

Most recent articles by Diana R. Baechle, PhD

The shifting sands of sector risk… When low-volatility sectors become high-volatility — and vice versa

The coronavirus crisis has driven large changes in the relative risk of US sectors, with some low-volatility sectors turning into high-volatility sectors and vice versa.

Posted 06.10.20 Diana R. Baechle, PhD

The colossal collapse of Mortgage REITs: An omen of bad things to come?

Mortgage REITs have been crushed by the coronavirus crisis, substantially underperforming the US equity market as a whole.

Posted 05.13.20 Diana R. Baechle, PhD

Lockdown, Partial Lockdown or No Lockdown — and the Impact on Equity Markets

How have local equity markets been impacted by different lockdown regimes? Most countries’ markets have suffered large year-to-date losses, but there was one exception.

Posted 04.27.20 Diana R. Baechle, PhD

When it comes to European Sectors, don’t bank on Banks!

Banks in the Eurozone have suffered from the impact of the pandemic. Since the market peak of Feb. 19, the EURO STOXX Banks index has recorded a drop of 46%.

Posted 04.01.20 Diana R. Baechle, PhD

Tech stocks seem resistant to the impact of the coronavirus — so far

Stocks around the globe have been rising and falling on news of the containment or spread of the coronavirus.

Posted 02.19.20 Diana R. Baechle, PhD