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Intech Equity Market Stress MonitorTM

A fresh perspective on global equity market risk that taps 30 years of volatility expertise.

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What is the Monitor?

The Intech Equity Market Stress MonitorTM is a collection of five metrics we believe are reliable indicators of equity market stress based on our 30-year history of studying volatility. You can use the monitor to gain insight to market risk regimes, contextualize beta risk management and complement your conventional risk metrics. 

Consistent with our descriptive approach to understanding markets, these five indicators avoid financial and economic assumptions:

  • Capital Concentration
  • Correlation of Returns
  • Dispersion of Returns
  • Index Efficiency
  • Skewness of Returns

How to Interpret the Monitor

The monitor expresses each metric in percentile ranks for 21 global and regional equity benchmarks. We believe there is heightened market stress when the percentile value is unusually low or high, which generally is associated with an increased likelihood of market dislocation. Simply put, the greater the collection of metrics that are at extreme values, the greater the strain potential in the market.

How to Use the Monitor

Using the Intech Equity Market Stress MonitorTM requires just three simple steps:

  1. Launch the monitor.
  2. Select up to three indexes to study.
  3. Adjust the date to compare current and historical values.

Launch the Monitor

Learn More About the Monitor

Download an eBook that serves as a guide to the monitor, our latest quarterly report that offers our analysis of the data or our Equity Market Stress Monitor Webinar.

Download eBook
Read Quarterly Review
 Watch Our EMSM Webinar
View our Strategies
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