Sorry, you need to enable JavaScript to visit this website.
Skip to main content
Skip to main content

Please note that analysis on India is published below. Highlights This report reviews several financial market-based indicators and price signals from various corners of global markets that are pertinent to the global business cycle,…
Special Report Highlights Since AQR rebranded its flagship “Risk Parity” mutual fund late last year, many clients have asked about risk parity and its potential impact on financial markets if interest rates rise. The key to a “risk…
Special Report Highlights Portfolio rebalancing is the process of realigning portfolio weights back to their strategic allocations. Frequent rebalancing is essentially a counter-cyclical, or value, strategy. In effect, investors buy low and sell…
Special Report Highlights Investors are currently too pessimistic on Europe’s growth prospects. In fact, European growth will soon bottom. European growth and inflation are also set to improve relative to the U.S. This should give investors an…
  Our size CMI has been hovering near the boom/bust line, as it has for most of the last two years. Despite the neutral CMI reading, in response to the diverging (and unsustainable) debt levels of small caps vs. their large cap…
  For S&P financials, the divergence between the upward thrust of our CMI and the depressed level of our valuation indicator (VI) has reached stunning levels, the former accelerating into pre-GFC territory and the latter…
Key Portfolio Highlights The S&P 500 has started 2019 with a bang as dovish cooing from the Fed has proven a tonic for equities. While we have not entirely retraced the path to the early-autumn highs, our strategy of staying…
Despite a stellar Q3 earnings print, the S&P 500 had a terrible October as EPS continues to do the hard work in lifting the market (Chart 1). Chart 1EPS Doing The Heavy Lifting  We bought the dip,1 consistent with our view…
Special Report Dear Client, I had the pleasure of participating in the Affin Hwang Capital conference in Kuala Lumpur on November 8th. In addition to sharing my views on today's macro environment, I discussed BCA's recent successes in…
Highlights Portfolio Strategy Overbought technicals, pricey valuations, decelerating global growth, declining capex, rising indebtedness and softening operating metrics argue for hopping off the S&P railroads index. Rising…