Signs of Equity Market Strain

Intech Equity Market Stress MonitorTM

Did you know that there are five measurable indicators of equity market stress? The Intech Equity Market Stress Monitor™ can provide you with additional insight into risk regimes and help you focus on achieving your investment objectives with greater confidence. In this paper, you’ll find answers to common questions:

  • What are the five indicators of equity market strain?
  • How do you interpret the levels for and relationships between each metric?
  • What are the calculations used for each metric?
  • How do these metrics compare to conventional measures like the VIX® and GARCH?

Signs of Equity Market Strain

 

Learn More About the Five Signs of Equity Market Stress
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