multi-asset.

What happens when markets price a no-landing scenario, but the macro data suggests otherwise? In Simply put, we explain why one of the two needs to give. 

We focus on normalisation in this quarterly issue of Simply put – of market and macro conditions, and correlations among risk premia.

How does the tone of central banks affect interest-rate expectations beyond data? Simply put listens in for a steer on future policy. 

Are European consumers making ‘size’ a fashionable equity factor again? We explain how rising consumption typically benefits domestic small- and mid-cap stocks.

Analysing data for growth surprises and underlying macro trends, we ask: can the US economy keep supporting the equity rally?

The fifth edition of Multi-Asset Research Series (MARS) presents our methodology to build a cross-asset value factor and an application of our approach.