MacroQuant Essentials: Equity Score Falls, But Remains Neutral
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The Global Equity Score falls slightly but remains neutral, ending its 7-month up-trend. We use this possible inflection point signal to look into how the ACWI behaves over different forward return horizons based on the level and change in the Global Equity Score. We find the current score dynamics support a "fat and flat" view of risk and return over the remainder of the year.
BCA Research | Equities
Macro, fundamental, and quantitative analysis translated into actionable equity views across sectors, factors, themes, and baskets.
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