Keep Calm and Consult your Magic Eight Ball
It is the time of year for glass ball predictions. Are we are witnessing irrational exuberance in the markets, and will it come to an abrupt end?
For Style Factors, One Size Does Not Fit All: A Summary
A synopsis of Melissa Brown’s article on factor performance recently published in The Journal of Investing.
The Momentum Ball Remains in Growth’s Court
Has the outperformance of Growth been solely the result of strong performance of tech stocks? We think not. While Growth became riskier than value, relative risk remains below peak levels.
A hike in UK rates may be no walk in the woods
Following 8.5 years of near-zero interest rates and months of conflicting, the Bank of England finally raised its base rate from 0.25% to 0.50% on November 2.
Japan’s risk jumps as its market falls
Once a week, we publish a summary of the Equity Risk Monitor report from the prior week, using Axioma’s risk models and analytic tools to transform data into information.