NAAIM Exposure Index – Investor Sentiment A NAAIM Exposure Index reading of 40.67 suggests that, on average, active investment managers have a relatively low allocation to US equities, reflecting cautious or bearish 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. Image:…
CTAs Exposure to Equities With CTA equity allocation at the 38th percentile, below the median level, this could be seen as a potentially bullish signal for equities. It suggests room for increased buying if sentiment improves. Image: Deutsche Bank Asset Allocation
Hedge Fund and Mutual Fund Equity Exposure In a sign of optimism about the current economic climate, hedge funds and mutual funds have collectively increased their stakes in U.S. equities, which paints a picture of growing confidence in the U.S. stock market. Image: Goldman Sachs Global Investment Research
CTAs Exposure to Gold CTAs’ positive attitude towards gold reflects their confidence in its potential for value appreciation and its role as a hedge against inflation and financial uncertainties. Image: Deutsche Bank Asset Allocation
Are You More Likely to Increase or Decrease Equity Exposure Over the Coming Days/Weeks? Only 35% of JPM clients are considering increasing their exposure to equities over the coming days/weeks, indicating a cautious sentiment among them. Image: J.P. Morgan
CTAs Exposure to Bonds CTAs’ overall allocation to bonds in the 8th percentile indicates a relatively low exposure to fixed income securities. Image: Deutsche Bank Asset Allocation
CTAs Exposure to Copper CTAs have a bullish outlook on copper due to the anticipated surge in demand driven by infrastructure development and the global shift towards renewable energy sources. Image: Deutsche Bank Asset Allocation
U.S. Dollar Exposure of Currency Hedge Funds Will hedge funds turn bullish on the U.S. dollar? Image: J.P. Morgan
U.S. Equity Exposure vs. ISM New Orders less Inventories U.S. equity exposure typically shows a correlation with the ISM New Orders less Inventories. Image: Nomura
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