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25.07.2022
Blending micro & macro
during earnings season
This week, 175 S&P500 companies release earnings. But Q2 GDP may herald a technical recession, the Fed will hike rates & further inflation data are also due.

There are so many moving parts, how is an equity manager supposed to keep up?

Qi’s RETINA™ is a pipeline of potential trade ideas. Amongst a list of tailored assets, it highlights when securities become divorced from macro fundamentals.

One current example is RSP, the Invesco ETF that tracks an equally weighted S&P500 index rather than a market-cap one.

RETINA is flagging that RSP is now 0.9 sigma (5.5%) rich to macro model value. Spot RSP has accelerated ahead of macro conditions & Qi’s Fair Value Gap is at the richest levels recorded in 2022.
Rsp
Aside from crunching the numbers on single stocks, bottom-up analysis will be thinking about concentration risks.

There are fears that the big stocks by earnings contribution distort the overall earnings picture for the broader index. Put another way, that the earnings picture is worse outside of the biggest mega cap names.

Analysing company fundamentals during earnings season is a big drain on time. Fundamentally, Qi’s provides a low touch way to identify when stocks become divorced from macro.

RETINA™ is an efficient productivity tool to help blend micro & macro into one investment process.
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Quant Insight’s Macro Analytics
on Goldman Sachs Marquee
Goldman Sachs is embedding Qi’s data-science-driven
macro factor risk data into Marquee to offer risk
management capabilities that help provide clarity to your
investment analysis as you navigate your portfolio exposures,
asset by asset, through dynamic market conditions.
Goldman Sachs is embedding Qi’s data-science-driven macro factor risk data into Marquee to offer risk management capabilities that help provide clarity to your investment analysis as you navigate your portfolio exposures, asset by asset, through dynamic market conditions.