Market Sentiment
S&P500 Sector Rotation Sentiment Indicator
The S&P500 Sector Rotation Sentiment Indicator is an advanced quantitative tool that analyzes sector rotation in S&P500 to identify investor sentiment and macro expectations. By examining the relative performance of 11 major sectors, the indicator measures four key dimensions: economic cycle (expansion vs contraction), interest rate expectations, inflation pressures, and risk appetite (risk-on vs…
STOXX Europe 600 Sector Rotation Sentiment Indicator
The STOXX Europe 600 Sector Rotation Sentiment Indicator is an advanced quantitative tool that analyzes sector rotation in STOXX Europe 600 to identify investor sentiment and macro expectations. By examining the relative performance of 11 major sectors, the indicator measures four key dimensions: economic cycle (expansion vs contraction), interest rate expectations, inflation pressures,…
Market Volatility Indicator FREE
The Market Volatility Indicator is a proprietary tool designed to measure real-time turbulence across major global financial markets. It operates on a scale from 1 (extreme volatility) to -1 (minimal volatility), providing an immediate reading of market risk sentiment and…
Market liquidity Barometer
The global liquidity indicator synthesizes the level of liquidity available in financial markets, considering key factors such as global bank rates, capital flows between markets, and the volatility of the US dollar.
Credit market Barometer
The credit risk indicator provides a synthetic view of the evolution of the credit market by analyzing the spreads between emerging and developed government bonds, as well as between high-yield (junk) and investment-grade bonds.
Risk On / Risk Off Barometer FREE
The Risk On/Risk Off Barometer* is an innovative tool designed to measure the level of risk appetite in financial markets.
Global FREE
Having a global view on the performance of the main asset classes can be very helpful in understanding in which direction the financial markets are going and thus whether it is appropriate to be cautious or to focus on more…
Risk On, Risk Off assets analysis
An investor’s choices depend in part on the perception of risk in the financial markets at a given moment in time. If an investor thinks that the situation in the markets is worsening, then he is likely to try to…
