Market Insights
Latest update on Foresight COVID-19 model – trends and projections for major economies
In this edition of our blog we report the latest figures from Foresight Covid-19 model whichassess the growth trajectories of confirmed, active, fatal and recoveredCOVID-19 cases for global economies. Our results show significant dispersion in doubling rates across...
Australian Equity Factor Performance Report – Feb 2020
In the latest factor premium update from Foresight, learn how the various structural drivers of Australian shares have performed. Foresight factor premiums show the returns attached to generally accepted, systematic drivers of stock returns. Foresight computes...
Australian risk & defensive assets outperform despite the global risk-off move in May 2019
In this month’s Cross Asset Review produced by Foresight Analytics, we look at the outperformance of domestic assets despite loses in global equity markets and rising uncertainty around global economic outlook. Gold, Bond assets and Bond proxies (AREIT/GREIT) also...
April 2019 Cross Asset Performance Report: Risk assets deliver double digit returns so far in 2019
In the latest cross-asset review produced by Foresight analyst, we highlight 5 key themes. (You may check the complete report here.) 1. Risk assets continue to advance, Global unhedged equities lead After a strong first quarter performance, risk assets continued to...
Q1 2019 Cross Asset Performance Report: Risk assets and Bond Proxies rebound very strongly after Q4-2018 sell-off
In the latest cross-asset review produced by Foresight analyst, we highlight 4 key themes. Risk assets quickly recover their Q418 losses, Small and mid-caps lead After a notable volatility and drawdown of capital from growth assets in Q32018, markets rallied...
2018 Global Emerging Market Review – Factor rotation, dispersion and rising volatility create opportunities for active investors
Global emerging markets delivered -5.6% (AUD) in 2018, reflecting a weaker second half. Significant dispersions were noted across regions, countries, sectors and styles. Latin America was the only region to deliver positive returns in 2018 whilst all other regions...
Foresight ASX Ex-Top20 Report
Foresight Landscape Report – Global Mid Small Cap Funds in Australia – 31.03.2017
Foresight’s latest Australian Mid Cap Report shows this segment of the market offers strong growth opportunities for active stock pickers. The attractive growth profile of mid-caps has been steadily improving since 2013 ..
Foresight Landscape Report – Emerging Market Funds in Australia – 31.03.2017
In the latest Foresight landscape report on global emerging markets, we showcase the success of active managers, market share of key players, ranking of funds by flows, advanced performance statistics and distribution of fees charged. Our analyses show alpha…
Foresight Landscape Report – Emerging Market Funds in Australia – 31.03.2017
Key Insights UN PRI and UN SDGs provide strong encouragement and a defined framework for investors to assess impacts of their investment decisions including carbon emissions and its impact on climate. Australia has the highest per capita greenhouse gas emissions in...
Foresight Global Small Cap Factor Report
Gobal small cap represents a strong growth opportunity within the global equity markets according to our latest market factor report. This attribute is driven by several factors including 5-year earnings growth (4.8 standard deviations higher), sales growth (8.4 standard deviations higher) and IBES earnings long-term growth (8 standard deviations higher)….
Foresight Australian Ex-Top 20 Factor Report
The Australian X20 (outside top 20 companies by market cap) segment of the market represents a strong value and growth (GARP) opportunity according to our latest market factor report. Value factors that stand out relative to the broader market include shareholder yield (3 standard deviations higher,) EBITDA to EV (2 standard deviations higher) and book yield (1.6 standard deviations higher).
Foresight Australian Small Cap Factor Report
Australian small caps (X100 stocks by market cap) represent a strong growth opportunity in the Australian share market according to our latest factor report. Importantly, the growth drivers in this segment of the market are not financially levered. Valuation on the…
Emerging market sweet spot: high returns, low volatility and falling correlations.
By Jay Kumar and Frederick Do, September 2017. Over a 12-month period to 31 August 2017, global emerging markets equity returned 16.9%, placing it amongst the highest returning market segments in the world. The spectacular return was driven by Asian region with 18.9%,…