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評価

The market has been held hostage by surging rates. Zombie companies are “alive” and are multiplying – they are highly sensitive to surging borrowing costs. Underweight Utilities to reduce portfolio duration. Maintain neutral positioning of Basic Materials but take a granular approach to allocations within the sector.

Our Equity Analyzer service is a stock selection platform powered by the BCA Score, a 30-factor stock ranking system. The model tends to benefit from periods of uncertainty due to its high-quality and low volatility tilt. The equity selloff starting on…

In this Strategy Outlook, we present the major investment themes and views we see playing out for the rest of 2023 and beyond.

The year-to-date rally in US cyclical stocks has fizzled. After climbing 29% in the first seven months of the year, cyclical equities are down 6.0% since the beginning of August. This drop is happening in the context of a general equity selloff. However, the…
One of the few things US equity investors agree upon these days is that the S&P 500 is expensive whether it is relative to history, other asset classes, or the level of interest rates. But how overvalued is the market? To this end, BCA’s US equity…
Tech stocks have recently been bearing the brunt of the US equity selloff. The Information Technology and Consumer Discretionary sectors – home to major H1 outperformers including Nvidia, Microsoft, Apple, Amazon, and Tesla – have both underperformed the…

Top-down measures of nonfinancial corporate sector balance sheet health have been flattered in recent quarters by inaccurate data on interest expense. After correcting for the inaccurate data, we see that our best measures of corporate balance sheet health show a persistent steady deterioration.

The implications of this morning’s CPI report for Fed policy, Treasuries and TIPS.

While Chinese stocks have low valuations and are oversold, their attractiveness is dampened by uncertainties in the magnitude of stimulus and the dismal outlook for corporate profits in the next six to nine months.

Unsupervised methods, like Principal Component Analysis (PCA), can create powerful indicators that are based purely on the structure of the data and void of researcher bias. Therefore, they can provide agnostic evidence to support BCA’s fundamental,…