For many professional money managers, the reality of remaining invested in the capital markets across market cycles can be both comforting and daunting. Clients large and small often have Investment Policy Statements (IPS) and other formalized objective statements...
Key Points High Beta/Low Vol Knocks on Resistance Impressive Breakout in Growth/Value – Will it Hold? Lumber/Gold Breaks Down Copper/Gold Heads for Another Test of Support High Yield Credit Spreads Roll Over This daily note IS brought to you by Research by Potomac....
Across the equity landscape, Low Volatility ratios have pared back much of their recent gains as equity indices have rallied to the upside in recent weeks. Low Volatility stocks tend to outperform during a period of market stress, and a continued decline in these...
Risk in the capital markets simply boils down to two varieties: idiosyncratic (asset-specific) and market risk (or Beta). The indicators below provide investors with a historical view of where the risk in the equity landscape is located. High component correlations...
Key Points S&P 500 Battles with the 100-Day Moving Average Small Cap Momentum Breaks Out, Will Price Follow? NASDAQ 100 Tests Resistance on Three Fronts Commodities Hold the Line Volatility Continues Trending Down — Will it Last? This daily note is brought to you...
