Nouvelles et Publications

Sooner or later, every equity investor will feel the pain of substantial losses. But how often do major declines occur, how severe can they be, and how long do they usually last?

The answers to these questions are essential for market participatns who prefer to prepare for the inevitable rather than panic once it's too late. A solid understanding of past equity market crisis, therefore, forms the basis of our strategic asset allocation and tactical adjustment strategies.

Mean reversion is a phenomenon that can be observed in many areas of the economy and the financial markets. In the presence of business cycles and competition, for example, important figures such as GDP growth and profit margins tend to exhibit mean reversion behaviour.

Moreover, mean reversion has been observed in the return patterns of major equity indices for several decades. In this article, we highlight the evolution of mean reverting behaviour in broad market indices and show how it can be harvested to develop an uncorrelated investment strategy.

Mean reversion is a phenomenon that can be observed in many areas of the economy and the financial markets. In the presence of business cycles and competition, for example, important figures such as GDP growth and profit margins tend to exhibit mean reversion behaviour.

Moreover, mean reversion has been observed in the return patterns of major equity indices for several decades. In this article, we highlight the evolution of mean reverting behaviour in broad market indices and show how it can be harvested to develop an uncorrelated investment strategy.

Record inflows into India-focused funds and ETFs in 2023 and early 2024 underline the growing optimism around one of the world's most important growth stories. As a result, the Indian stock market is now trading at a premium even to the US.

In our latest article, we take a critical look at economic development and stock market momentum in the world's most populous country since the start of Modi's first term - with some possibly rather contrarian conclusions.