Most recent articles by Olivier d'Assier
Succumbing to Sentiment - Axioma ROOF™ Scores Provide Insights into an Abrupt Market Turn
The US market fell 3% overnight and the implied volatility from the VIX shot up to 22%. We use ROOF™ Scores to attempt to see how this could have happened.
How much smart beta can you deliver?
Over the last five years, the style factor returns in Axioma’s Asia ex-Japan fundamental model for Profitability really stand out.
Axioma ROOF™ Score Weekly Highlights
This week's Axioma ROOFTM Score highlights delve into market sentiment swings on an escalating trifecta of geopolitical risks.
Axioma’s ROOF™ Scores Explained
Axioma’s ROOF™ Scores were created to quantify market sentiment—in other words, bullish or bearish?
Investor Sentiment Tanks on News of Renewed Trade War… But ROOF™ Scores Show a Deterioration Since February
Investors seemed surprised by the market reaction Monday to news of a resumption of the trade war between the world’s two biggest economies, but should they have been?