Factor Spotlight

In Part III of our series, we construct a scenario of continued stress on the US regional banking system and test it on major US benchmarks.

This week, we take a closer look at the Alpha-Driven investment landscape in the wake of recent banking turbulence.

In Part 2 of our series on the 2023 regional bank crisis, we identify its impact on non-financials sectors.

This week, we explore a downturn in US Equity REITs and the market’s reaction to the recent Fed rate hike.

In the first of our 3-part series on the 2023 banking crisis, we identify the key fundamental and market characteristics of the troubled banks and extend the framework to the broader financial services ecosystem.

This week, we explore the market’s factor-driven reaction to the regional bank turmoil kick-started by the collapse of Silicon Valley Bank.

Banks Lead the US on a Downhill Slope

This week we explore the market’s leap into interest-rate-correlated stocks following hot European inflation reports and spiking bond yields.

This week we explore the market’s sharp 180 into a defensive, “risk-off” position as investors digested Fed minutes and hot inflation.

This week we explore the market’s continued “risk-on” posture leading into renewed rate fears driven by higher retail sales in January.