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:

March 27, 2020 | Stocks rebound ahead of US stimulus package, as credit spreads drag their feet; Dollar drops, as risk appetites revive; Portfolio risk soars on higher equity volatility

March 20, 2020 | Yields seesaw, as traders weigh liquidity and duration risks; Dollar soars as cash is king; Portfolio diversification disappears as correlations turn positive

March 13, 2020 | Treasury yields take a weird bounce, startling pundits; Dollar soars amid decisive Fed action; Portfolio risk surges, as correlations are jumbled

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:

March 26, 2020 | Europe the riskiest region, despite a drop in correlations; Small-cap stocks pummeled in the US; Beware of dramatic changes in Market Sensitivity

March 19, 2020 | Developed Market risk approaching 2009 levels; Investors seek cover in larger-cap stocks; Size and Profitability decouple from other style factors; World currencies plunge against the US dollar, as their risk spikes

March 12, 2020 | Developed Europe crumbles as virus hits; Italy becomes the riskiest developed country; Developed market asset correlations at 20-year high; Increased dispersion accompanies market turmoil

 

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