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:

September 11, 2020 | Sovereign yields end the week lower; Currency moves confirm investors’ unease about rising uncertainty; Portfolio risk rises for the second week in a row

September 4, 2020 | Sovereign yields deviate on opposite sides of the pond; Dollar and stock market diverge once more…but for different reasons; Portfolio risk rises for first time since March

August 28, 2020 | Treasury curve steepens on inflation concerns; Exchange rates and share prices continue their negative interaction; Portfolio risk falls as bonds and stocks diverge once more

 

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:

September 17, 2020 | Risk appetites high worldwide; Health Care gains more ground in Europe; The Australian dollar rises to the top

September 10, 2020 | FAANGs lead market rout in the US; Global risk ticks up following tech plunge; Asset diversification at near-term peak

September 3, 2020 | US market among the top performers—but still one of the riskiest; US small-cap stocks lag large caps; Profitability and Low Volatility outperform 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