Insights

Returning from Hong Kong this week, a question kept resurfacing: What exactly is going on?

Stock market concentration presents hurdles for asset owners seeking low-risk equity exposure. Discover how Wilshire Indexes delivers a more balanced approach than traditional minimum variance indices that often rely heavily on low-volatility stocks

Donald Trump’s influence on global markets may prove profound—and not entirely negative.

Ahead of the inauguration markets are attempting to price in the ‘known unknowns’ surrounding the forthcoming Trump administration...

On the eve of the US presidential election that is deemed too close to call, it is not surprising that the uncertainty has rippled into market responses through the course of October.

The FT Wilshire has established record high ahead of the November election. However...

The final week of September saw the Chinese authorities deploy a stimulus bazooka aimed at reversing sentiment towards Chinese equities.

A relief that the Fed have started to ease …

US equities staged a strong ‘V’ recovery and closed in on the high reached in late July.

In terms of assessing the status of the ‘Profit Cycle’ as a market driver there are multiple dimensions that can be applied to this analysis

A recent look at the extreme concentration in the US equity market, expressed as the wide gap between the performance of the FT Wilshire 5000 index (distorted by contribution of the Magnificent Seven stocks) compared to performance of the Equal weighted index.

A key feature of US equity market performance over the last couple of years has been the increasing dependence on the returns delivered by a handful of stocks, raising concerns about the degree of concentration.