Axioma Risk Monitor

The Axioma Risk Monitors provides valuable insight on market risk. Click on the type of risk monitor that you are interested in:

 

 

 

MULTI-ASSET CLASS RISK MONITOR: A WEEKLY REPORT ON MARKET AND PORTFOLIO RISK


Latest Multi-Asset Class Risk Monitor Newsletters:

November 15, 2019 | In a rare move, stocks and bonds both rise, despite opposing trade outlooks; Pound rises on hope of Tory victory; Portfolio risk drops on lower equity volatility

November 8, 2019 | Sovereign yields soar on trade-deal hopes; Dollar strengthens, as Eurozone economy remains in the doldrums; Offsetting correlation effects leave portfolio risk unchanged

November 1, 2019 | Stocks and bonds both lifted by Fed rate cut; Dollar drops as interest rates fall; Portfolio risk drops on lower equity volatility

 

Latest MAC Risk Monitor

Use the link below to download our latest risk monitor, which consists of graphs and tables displaying the latest multi-asset factor correlations and volatilities, treasury curves, yield, spread and FX histories, model portfolio risk analysis and stress tests.

 


 

EQUITY RISK MONITOR: A DAILY SNAPSHOT OF REGIONAL RISK


Latest Equity Risk Monitor Newsletters:

November 14, 2019 | US risk at year-to-date low; The Japanese yen loses ground; Chile’s market and currency risks skyrocket

November 7, 2019 | Large-cap stocks outperform worldwide; Style risk drops for Russell 2000; Ireland becomes the riskiest developed country

October 31, 2019 | US small-cap risk drops amid quiet trading; Risk spreads raise red flag in Canada; Asset diversification keeps climbing in China

Latest Equity Risk Monitors: 

Use the list below to download the latest risk monitors on market risk for countries and regions around the world.

Daily Risk