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Investors continue to grapple with an elevated level of macro
risks, fearing that central bank efforts to control inflation may
trigger a recession if interest rates are raised too far too fast.
In turn, a heightened level of risk aversion swept across global
equity markets (Table 1), as sentiment remained negative in many
regions, including the US where stocks officially entered bear
market territory.
US: Low risk shares were highly favored last month, as
demonstrated by double-digit spreads awarded to 60-Month Beta
Developed Europe: The risk-off trade was further accompanied by
avoidance of the most highly shorted shares based on Demand Supply
Ratio scores
Developed Pacific: High momentum shares struggled in June,
dragging down performance of Industry-adjusted 12-month Relative
Price Strength
Emerging markets: Investors turned to low-risk shares and away
from momentum, as gauged respectively by 24-Month Value at Risk and
Rational Decay Alpha
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This article was published by S&P Global Market Intelligence and not by S&P Global Ratings, which is a separately managed division of S&P Global.
