NAAIM Exposure Index – Investor Sentiment The National Association of Active Investment Managers Exposure Index represents the two-week moving average exposure to U.S. equity markets reported by NAAIM members. The NAAIM Exposure Index stands at 53.21, active investment managers are more optimistic. Image: National Association of Active Investment Managers (NAAIM)
Are You More Likely to Increase or Decrease Equity Exposure Over the Coming Days/Weeks? Equity investors are still far from being greedy. Image: J.P. Morgan
Financials and Banking Exposure by Index The Russell 2000 has more exposure to financial stocks (18.5%) than the S&P 500 (10.5%). Image: J.P. Morgan Asset Management
Beta Exposure of Large Cap U.S. Active Managers vs. S&P 500 Among active managers, there is a significant drop in beta exposure to GFC levels. Image: BofA US Equity & Quant Strategy
CTAs Exposure to Bonds CTAs overall allocation to bonds is in the 5th percentile. Image: Deutsche Bank Asset Allocation
CTAs Exposure to Equities CTAs overall allocation to equities was in the 80th percentile last week. Image: Deutsche Bank Asset Allocation
Sentiment – S&P 500 vs. NAAIM Exposure Index Active investment managers are chasing price. Are they too optimistic? Image: Morgan Stanley Research
U.S. Dollar Exposure of Currency Hedge Funds Hedge funds remain bearish on the U.S. dollar. Image: J.P. Morgan
U.S. Dollar Index (DXY) and Internation vs. Domestic Sales Exposure Will the U.S. dollar fall next year, as the United States enters recession? Image: Alpine Macro
Hedge Fund and Mutual Fund Equity Exposure Despite reduced exposure, hedge funds and mutual funds remain invested in equities so far. Image: Goldman Sachs Global Investment Research