Lenses

This week we analyze the impact of an inverting yield curve on investors and discuss upcoming changes to Factor Spotlight

We offer a practical example of our Surprise Index framework that investors can use to hedge exposures in today’s frenetic risk landscape.

We highlight the most recent factor movements and asset sensitivities to the new economic order resulting from Russia’s invasion of Ukraine.

We review factor trends arising from the Ukraine crisis + introduce our new indices which quantify market reaction & asset sensitivities.

We help investors measure exposures /position portfolios to fit the new world economic order brought on by the Ukraine crisis.

We interpret the impact of the escalating crisis in Ukraine, applying multiple risk lenses from our data partners to bolster our analysis.

This week we commence our series that helps identify risk-mitigation opportunities in today’s macro-driven, rising rate environment.

This week we demonstrate how investment managers can hedge their portfolios against the current volatile market conditions.

We highlight the practical applications for screening tools to identify value and macro friendly names within an investable growth universe.

We continue our investigation into the growth vs. value rotation now at historic levels & explore macro drivers powering the relative trade-offs