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:

July 31, 2020 | Stock and bond investors at odds once more…or are they?; Dollar posts worst month in 10 years; Portfolio risk falls, as FX/equity correlation declines; From Duration to Downgrade: The Surprise Transformation of US IG Risk

July 24, 2020 | Treasury yields at record lows, as US-China tensions spike; The USD’s safe-haven status fades; Portfolio risk down, as equity volatility softens further; Corporate Credit Sector Relative Value YTD and since peak of Covid

June 17, 2020 | Credit-risk premia fall, as share prices continue to rise; Euro strengthens ahead of EU rescue summit; Portfolio risk drops as developed and emerging markets decouple; Fixed Income Styles: Something New for 2020

 

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:

July 30, 2020 | Investors losing confidence in dividend yields; Amazon spearheads US Consumer Discretionary’s surge to the top; Russia remains least risky country

July 23, 2020 | Correlations and volatilities ease globally, with some exceptions in Asia; Asset diversification remains low worldwide; Small-cap shares thrive in the UK

July 16, 2020 | Emerging Markets now the second least-risky region; LATAM currencies lead in volatility; Earnings Yield factor underperforms worldwide

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