EMC Gestion de Fortune SA a développé, au fil des années, un modèle d’appréhension du risque sur le marché américain des actions baptisé : « Market pulse ». L’approche combine la finance comportementale, l’analyse des forces internes régissant l’offre et la demande, l’étude des cycles et des mouvements de prix. Ce modèle permet d’évaluer en permanence le risque global du marché sur une échelle de 0 à 100.
Thursday 27th June 2024 (S&P 500 5469.3 + 21,43)
The stock market advanced slightly in a process of consolidation since last month’s advance. Breadth was slightly better than during the previous sessions: 2513 stocks advanced on the NYSE compared to 1503 that settled down. Options trading closed neutral as measured by put/call ratios. The Vix index is back to the lows at 12 and the SKEW index at 143 continue to indicate some kind of complacency among market participants. This is confirmed by the weekly survey among active professional managers whose exposure stands at 85 on a scale of 0 to 100, unchanged from one week to another.
Very short-term oscillator: positive
Short-term oscillator: positive
RVI trend: positive
Trend short-term (5 days): up
Trend mid-term (8 days): up
Differential of trend: up
Risk profile: 73 (scale of 1 (low risk) to 100 (high risk))
Have a nice day!
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NEXT UPDATE 16TH JULY 2024