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Tag "volatility"

Repricing Growth and Inflation: Market Convergence

Repricing Growth and Inflation: Market Convergence

🕔10:34, 9.Jun 2023

In the research paper "Converging Expectations," UBP delves into the recent reversal of stock and bond market gains due to renewed inflation concerns. The main theme of the text is the convergence of expectations between risky and risk-off assets in

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The Turning Tide: Global Liquidity and Future Market Volatility

The Turning Tide: Global Liquidity and Future Market Volatility

🕔11:08, 30.May 2023

The article primarily discusses an impending shift in the global liquidity cycle and its potential implications for the economy. It mentions the recent liquidity crisis in the US banking sector and the consequent liquidity injections, as well as the Swiss

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April 2023 Equity Outlook: Navigating Uncertain Market Terrain

April 2023 Equity Outlook: Navigating Uncertain Market Terrain

🕔08:23, 30.May 2023

Uncertainty is the dominant theme in the equity market landscape of April 2023. Despite the anticipated end of the Federal Reserve's hiking cycle, the report underscores that this focus might miss the real picture. The Fed hikes are, in essence,

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Navigating Emerging Market Debt: Risks and Opportunities in Focus

Navigating Emerging Market Debt: Risks and Opportunities in Focus

🕔10:57, 23.May 2023

Is the long-term case for emerging market debt still intact? The article discusses the state of emerging market (EM) debt amid current macroeconomic conditions. Key points are the strong fundamentals in major EM countries and the undervalued exchange rates in

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The Balancing Act: Forecasting Asset Returns Amid Economic Uncertainty

The Balancing Act: Forecasting Asset Returns Amid Economic Uncertainty

🕔14:27, 24.Apr 2023

LONG-TERM STRATEGIC OUTLOOK A five-year returns forecast for major asset classes — updated twice a year to help you set strategic portfolio allocations The strategic outlook for major asset classes over the next five years is marked by uncertainty, with

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Navigating the Volatile World of Emerging Market Debt

Navigating the Volatile World of Emerging Market Debt

🕔08:55, 20.Apr 2023

How Vulnerable is EM Debt to Volatility Spillovers? – Investment Insights This report discusses the recent shocks to the banking system and their impact on emerging market (EM) debt. The report provides insights into two types of EM debt: EM

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Flexible fixed income: The pursuit of consistent income streams

Flexible fixed income: The pursuit of consistent income streams

🕔08:56, 7.Apr 2023

Generating income is a key role of fixed income. For investors, the durability of income streams becomes more important amid heightened volatility in both equity and bond markets. The current market environment is characterized by persistent inflation and heightened market

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Forecasting Stock Market Volatility

Forecasting Stock Market Volatility

🕔14:15, 8.Mar 2023

Volatility as a measure of investment risk is widely accepted by academic researchers and industry professionals and has become ubiquitous in investment analysis. Furthermore, it is among the few financial variables that exhibit predictable time variation. Hence, there is an

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Orange Book: 2023 long-term capital markets outlook

Orange Book: 2023 long-term capital markets outlook

🕔13:33, 25.Jan 2023

Mackenzie presents the 2023 Orange Book, our long-term outlook on domestic and global markets. Here, we highlight our expectations for the average return of stocks and bonds over the coming decade. Day-to-day moves in financial markets make the headlines. But what

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Global Asset Allocation: The View From Europe

Global Asset Allocation: The View From Europe

🕔16:48, 24.Jan 2023

Market Perspective Volatility likely to remain elevated in the new year as central bank policy expectations diverge amid evidence of slowing growth and moderating inflation. While slowing the pace of tightening, the US Federal Reserve reinforced its commitment to taming

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2023 Natixis Institutional Outlook Survey

2023 Natixis Institutional Outlook Survey

🕔08:13, 9.Jan 2023

After the Gold Rush Institutional investors forced to dig deep for opportunity as they brace for inflation or stagflation in post-pandemic markets. After seeming to recover from the pandemic in 2021, the global economy relapsed into what may be classified as a

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Multi-asset investing in times of volatility

Multi-asset investing in times of volatility

🕔12:55, 16.Sep 2022

2022 has been one of the most volatile periods in recent years for global equity and fixed income markets. The outbreak of the war in Ukraine, global supply chain disruptions, global inflationary pressures, less accommodative central banks and COVID-19 restrictions

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Currency Effects on Private Market Portfolios

Currency Effects on Private Market Portfolios

🕔11:34, 16.Aug 2022

Investment returns for a private markets portfolio (or for that matter, public markets portfolio) are a derivative of a number of variables. In the current market environment, for example, rising rates, inflation, geopolitical risks, supply chain issues (to name just

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Does the 60/40 portfolio still make sense?

Does the 60/40 portfolio still make sense?

🕔11:22, 7.Jun 2022

For over two decades, the 60/40 equity-bond portfolio has served investors well as stock prices have risen and interest rates have fallen. However, the simultaneous sell-off in both asset classes this year has challenged this model. Looking ahead, we believe

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When volatility is rising, boring is beautiful

When volatility is rising, boring is beautiful

🕔15:02, 3.Jun 2022

Fast-growing digital and tech companies generated a lot of investor excitement over the past decade, not to mention an outsized share of market returns. Since the start of 2022, however, many of these market darlings have taken a beating. Amid

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“Slowflation” is becoming a reality

“Slowflation” is becoming a reality

🕔08:52, 24.May 2022

The chance to see a positive resolution between Russia and Ukraine has continued to decline. Conversely, ongoing geopolitical tension appear to be the new reality – so market participants will just have to get used to it. Unlike in recent

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Cut through the static

Cut through the static

🕔16:03, 27.Apr 2022

Our initial 2022 outlook themes generally played out as expected in the first quarter: strong but slower economic growth, persistently hotter inflation, the onset of interest rate hikes and further bouts of elevated market volatility. But two developments were unexpected:

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All Roads: a decade-long journey and still on the road

All Roads: a decade-long journey and still on the road

🕔08:24, 20.Apr 2022

Clear insights into multi-asset investing, macro and research Key points As our multi-asset franchise, All Roads, reached its 10-year milestone, we applied the investment and research insights gained in the past decade to assess the prevailing risk of Q1 –

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Navigating the volatility: Russia, Ukraine and bitcoin

Navigating the volatility: Russia, Ukraine and bitcoin

🕔17:14, 3.Apr 2022

In the face of these events, Bitcoin outperformed assets like oil, gold and US dollars. After heavy price drops to start 2022, the crypto market stabilised for some time until it was shaken by a sudden spike which saw overall

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Volatility and uncertainty warrant higher risk premiums

Volatility and uncertainty warrant higher risk premiums

🕔11:34, 15.Mar 2022

In the light of rising inflation numbers, central banks have made sharp hawkish shifts. The Fed is now expected to hike rates five times this year and to start rolling off its balance sheet. Even the ECB is expected to

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Volatility and uncertainty warrant higher risk premiums

Volatility and uncertainty warrant higher risk premiums

🕔15:18, 10.Mar 2022

In the light of rising inflation numbers, central banks have made sharp hawkish shifts. The Fed is now expected to hike rates five times this year and to start rolling off its balance sheet. Even the ECB is expected to

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Preparing for an inflection in monetary policies looking ahead

Preparing for an inflection in monetary policies looking ahead

🕔11:26, 11.Feb 2022

MONTHLY INVESTMENT OUTLOOK Volatility returned to both equity and bond markets in November and December as equities exited earnings season and markets began to prepare for a change in Fed policies looking ahead. These pivots come amidst a renewed acceleration

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Positivity comes with volatility for municipals in 2022

Positivity comes with volatility for municipals in 2022

🕔14:30, 25.Jan 2022

Following on the heels of a tumultuous year, 2021 featured both a recovery and new risks as the world continued to grapple with the COVID-19 pandemic. The S&P Municipal Bond Index finished 2021 with a gain of 1.77% as demand

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Fed’s Hawkish Pivot Coincides with Omicron Fears

Fed’s Hawkish Pivot Coincides with Omicron Fears

🕔08:54, 15.Dec 2021

Volatility returned to markets as Omicron, a new Covid-19 variant, spooked investors. With 50 alterations, including 33 on the spike protein, markets were left scrambling for clues regarding its contagiousness, its lethality and the efficacy of vaccines and treatments. Several

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Mogelijkheden vinden van stressed en distressed krediet gedurende de economische cyclus

Mogelijkheden vinden van stressed en distressed krediet gedurende de economische cyclus

🕔10:18, 3.Nov 2021

Nu het wanbetalingspercentage aan beide kanten van de Atlantische Oceaan uitzonderlijk laag is, zouden beleggers terecht kunnen denken dat de markt voor distressed kredieten zeer gematigd is. Maar er zijn strategieën die zelfs in de huidige omgeving kansen kunnen vinden

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The Return of Volatility May Signal a Buying Opportunity, Not a Bear Market

The Return of Volatility May Signal a Buying Opportunity, Not a Bear Market

🕔10:49, 22.Sep 2021

Judging from the performance of equity markets alone, the past four to six weeks appear to have followed the theme of the previous 12 months: a relentless rally in risk assets. When other markets are considered, though, a very different picture emerges.

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Patience is a virtue

Patience is a virtue

🕔10:34, 8.Sep 2021

Thematic equities in focus:  After the rotation witnessed in Q1 2021, the second quarter was quieter, with elements of the inherent market volatility having subsided. However, investors continue to have questions around the prospect of inflation as economies continue to

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China: Transitioning To A Brave New World

China: Transitioning To A Brave New World

🕔09:04, 26.Aug 2021

The return of volatility to China markets. China’s equity markets have been roiled by a combination of concerns in recent weeks, culminating in the fallout from the Archegos family office liquidations in late March. However, this volatility has retraced …

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Getting granular

Getting granular

🕔13:03, 23.Aug 2021

Portfolio perspectives – August 2021: The volatility we have seen just in the two months since we published our midyear investment outlook reflects – in our view – the unusually wide range of divergent yet plausible economic outcomes that potentially

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Emerging markets miss out on equities and bonds surge

Emerging markets miss out on equities and bonds surge

🕔10:14, 10.Aug 2021

Weekly investment update: At first sight, the direction of financial markets in July might have come as a surprise: global equities posted their sixth consecutive monthly gain despite a steep drop in emerging market equities, while bond markets also recorded

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Senior Loan Talking Points

Senior Loan Talking Points

🕔08:38, 27.May 2021

In a week marked by volatility in broad risk markets related to concerns around inflation, the U.S. loan market maintained a steady pace, as the S&P/LSTA Leveraged Index (the “Index”) posted an advance of 0.09% for the seven-day period ended

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Podcast: EUR Cash is not king

Podcast: EUR Cash is not king

🕔16:03, 29.Apr 2021

Flash update: Ever since 2014, deposit rates in Europe have been negative, creating a headache for investors with this phenomenon unlikely to change in the near future. Current market pricing, for instance, does not have the deposit rate returning to

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High Yield Debt Can Boost Income And Return Potential Amid Low Yields

High Yield Debt Can Boost Income And Return Potential Amid Low Yields

🕔12:47, 29.Apr 2021

Downside risk management is crucial.  Volatility and low yields are likely to persist over the next few years as the global economy recovers from the shock of the coronavirus. Navigating this environment will be difficult, particularly as returns from equities

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Volatility in rates little seen in HY so far

Volatility in rates little seen in HY so far

🕔09:31, 27.Apr 2021

Volatility in interest rates year-to-date has unevenly impacted credit markets. Investment grade credit (IG) weakened in sympathy with sovereign yields, especially in high quality and long duration paper. IG bonds were down -3.6% in the U.S. year-to-date, and -0.5% in

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Taking a look at #Asia – Research Highlights

Taking a look at #Asia – Research Highlights

🕔08:56, 23.Apr 2021

In April T. Rowe Price published an article named “Why ESG Factors Matter in Asia Credit Investing”. In the article, they discuss the upcoming importance of ESG factors when looking at Asian credit. T. Rowe Price expects that the ESG

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Taking a look at #InterestRates – Research Highlights

Taking a look at #InterestRates – Research Highlights

🕔14:55, 9.Apr 2021

In a recent publication by Janus Henderson they ask the question if the recent rise in rates is sustainable. They state that the recent rise in rates has made a couple things clear, namely: The recent rise is undoing the even faster decline from last year and secondly that the initial …

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The Bank of Japan – keeping a lid on volatility

The Bank of Japan – keeping a lid on volatility

🕔14:37, 6.Apr 2021

In its meeting last week, the Bank of Japan (BoJ) announced several changes in its monetary policy framework, but also confirmed its policy to keep yields under control. While other government bond markets have seen quite some volatility in the …

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Fasten Your Seatbelt for More Interest Rate Volatility

Fasten Your Seatbelt for More Interest Rate Volatility

🕔12:13, 1.Apr 2021

Rising global bond yields and interest rate volatility have been dominant themes in fixed income markets so far this year. In our latest investment team meetings, we discussed how likely these trends are to continue—and the potential implications for bond markets and central bank policies if they do.

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Sustainability & Credit Spreads: From Leaders to Improvers

Sustainability & Credit Spreads: From Leaders to Improvers

🕔10:51, 3.Mar 2021

The shift towards a more sustainable global economy continues to accelerate. At Aegon AM, we believe this secular shift will continue to present opportunities for investors. Entire industries and sectors are evolving as consumers and investors alike demand sustainable solutions, and governments around the world enact regulations to drive sustainability. From …

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The Next Leg of Recovery

The Next Leg of Recovery

🕔11:25, 17.Feb 2021

2021 began with renewed bouts of volatility with a tug of war emerging between concerns over slow vaccine rollouts especially on the continent and delays in US fiscal support against positive earnings trends.

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Three Critical Questions Facing Fixed Income Investors in 2021

Three Critical Questions Facing Fixed Income Investors in 2021

🕔12:02, 10.Feb 2021

While a new year may be underway, at least one thing remains the same: low bond yields. We believe that the challenges and risks this environment presents may not be fully understood by investors. For that reason, we have identified three questions that we believe investors should consider: focusing on the diversification power …

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Navigating Extended Periods of Market Volatility

Navigating Extended Periods of Market Volatility

🕔09:59, 8.Dec 2020

In an environment marked by rapid market swings, investors looking to consistently outperform will have to increase their emphasis on downside protection while maintaining their upside participation.

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Capital Group Global High Income Opportunities (LUX) (GHIO) Q&A with Rob Neithart

Capital Group Global High Income Opportunities (LUX) (GHIO) Q&A with Rob Neithart

🕔12:45, 2.Dec 2020

Q&A with Rob Neithart, Fixed Income Portfolio Manager Based in Los Angeles We have experienced an extraordinary year so far. How did GHIO navigate the volatility and what have you done in the portfolio since then? Going into the period of

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The economy is deglobalizing, should my portfolio too?

The economy is deglobalizing, should my portfolio too?

🕔14:56, 3.Nov 2020

Global Investing Of course, the impact of next week’s elections in the US goes well beyond the economic and financial realm, but from our narrow angle, we will follow the results across two dimensions. One is volatility: whether a winner

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Back to square zero?

Back to square zero?

🕔13:07, 3.Nov 2020

Of course, the impact of next week’s elections in the US goes well beyond the economic and financial realm, but from our narrow angle, we will follow the results across two dimensions. One is volatility: whether a winner emerges quickly

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Index Dashboard: Dispersion, Volatility & Correlation

Index Dashboard: Dispersion, Volatility & Correlation

🕔09:18, 3.Nov 2020

Above-average equity volatility continued in October, despite a decline from last month’s level for the S&P 500 and most of our reported indices. The short-term trend was less encouraging: much of October’s volatility occurred during a choppy final week as

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US elections: an insider’s view

US elections: an insider’s view

🕔09:47, 30.Oct 2020

Investment Insights – US elections: an insider’s view  To briefly re-cap how the US presidential election works: it is decided not by the popular vote but by the electoral college vote. The successful candidate in each state takes all the

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What the US election means for markets … and what it doesn’t!

What the US election means for markets … and what it doesn’t!

🕔14:50, 16.Oct 2020

Markets | October 2020  While every US presidential election is contentious, this year’s race seems especially divisive. Partisanship is extreme, and the difference between Donald Trump and Joe Biden in approach, personality and behaviour is stark. The charged rhetoric may

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Business As Usual

Business As Usual

🕔09:50, 15.Oct 2020

September 2020 Bitcoin Volatility Report  – Sept. kicked off with bitcoin’s annualized volatility touching a 5-week low of 38.8%, only to then rally above 50% on Sept. 3, bounce between 50% and 56%, and snap a 5-month downtrend by concluding

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Contraction > recovery > late cycle

Contraction > recovery > late cycle

🕔11:07, 6.Oct 2020

CROSS ASSET Investment Strategy Monthly #10 October 2020 Investors have been dealing with rising volatility in equities and initial signs of a fall in the extreme market complacency over the last few months. This is leading to some key divergences

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