New State Street index measures fragility of US equity markets
State Street Global Markets has launched an index that measures the susceptibility of the US equity market to market shocks
The Systemic Risk Index, an index that measures the US equity market’s vulnerability to market shocks, has been launched by State Street Global Markets.
The index was launched to measure the degree to which macro risk factors drive stock returns and provide an early signal of the onset of unusual patterns in the market by indicating which percentage of market price variance can be attributed to micro variables.
In addition to helping investors to manage risk in their portfolios, the index is
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