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Risk On, Risk Off Index
Posted By Barry Ritholtz On February 28, 2013 @ 11:53 am In Psychology,Technical Analysis,Trading | Comments Disabled
Kev created a RiskOn/Risk Off chart by plotting High Beta, High Yield and Emerging Markets versus Consumer Staples, Health Care and Low Beta names. When risk appetites are higher, it is reflected in the ratio moving higher. When fear levels rise, and sector rotation switches to the defensive names, and the ratio heads lower.
Equity Market Research, February 28, 2013
Article printed from The Big Picture: http://www.ritholtz.com/blog
URL to article: http://www.ritholtz.com/blog/2013/02/risk-on-risk-off-index/
URLs in this post:
 Image: http://www.ritholtz.com/blog/wp-content/uploads/2013/02/risks.jpg
 Kevin Lane : http://www.linkedin.com/profile/view?id=81625325&
 FusionIQ: https://www.fusioniqrank.com/
 slideset here: http://www.scribd.com/doc/127789459/FusionIQ-Strategy-Session-Slides-for-February-27-2013
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