– All key asset classes declined, and stocks set new lows in the third quarter of 2022.
– Energy and Consumer Discretion stocks increased in Q3, but all other sectors, styles and factors saw lower prices.
– Latin American stocks advanced 3.7% in Q3 moving into positive territory for the year. Brazil is up 11.8% ytd.
– The US Dollar shot to 20 year highs, climbing by 7.1% in Q3. The dollar is up 16.8% ytd.
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Market Risk Index
Market Risk Index scales from 0 to 100%. Higher readings correspond with higher risk markets. Scores below 25% are bullish. Scores between 25-75% are neutral, and scores above 75% are markets vulnerable to major drawdowns.
Model Category Readings (Percentiles)
- Psychology 99.7%
- Monetary 87.2%
- Valuation 99.3%
- Market Trend 9.8%