Sentences with phrase «decline in market correlations»

The current decline in market correlations started following the US elections and was largely driven by macro (rather than stock specific) forces.»

Not exact matches

The decline in the market appears to have coincided with the publishing and circulation of a research note from JP Morgan strategist Marko Kolanovic, who among other things noted that the recent decline in stock correlations we've seen mirrors action investors saw before big sell - offs in 1994 and 2001.

We suspected that the decline in correlation of improvement in economic welfare and growth in market activity had continued, and we thought that using a widely recognized measure, developed by respected economists, would give some authority to the results.

These long - term correlation trends will need to reverse if investors expect international developed markets to hold up in the face of meaningful declines in the U.S. stock market.

That argument is that since correlations in the U.S. equity market are declining (perhaps as Read more -LSB-...]

That argument is that since correlations in the U.S. equity market are declining (perhaps as a consequence of the Federal Reserve tapering its support of the Treasury market), stock selection strategies will perform better than in a more macro-driven investment environment.

It's not just bonds» higher yields that historically have contributed to their downside protection in declining equity markets but also the low correlations bonds have maintained with equities in these events.

The two series had a negative correlation of 0.23 for the period studied and low or negative annual correlation, which implies that as overproduction and - supply occur in the market, futures prices tend to decline, a pattern that can be more clearly seen after September 2011.

A US recession, or steep decline in US markets, will almost certainly push those correlations even higher, at least temporarily.