Welcome to MacroReport InterActive!
MacroReportInterActive.com (MRI) adds a dynamic dimension to The MacroReport, with daily and weekly updates to the scenarios, portfolios, and correlation tables published in each report.
In this way, MRI helps MacroReport subscribers stay abreast of the markets as different macroeconomic factors and trends are being played out in real time, providing an essential service to both hedge fund managers and institutional money managers. The website and the report are co-publications of Sabrient Systems and MacroRisk Analytics.
The MacroReport focuses on a different macroeconomic trend each month, analyzing the possible effects on the U.S. and global economies. Each report provides an in-depth review of possible scenarios that the trend may produce.
Previous reports have focused on:
- the eurozone, with scenarios of a possible default by Greece or a war with Iran;
- the effects on China's economy of a combination of four broad issues related to the widening of the yuan trading band and slowing of economic growth in China;
- the price of global oil as affected by three broad possible issues related to the Eurozone’s sovereign debt crisis, a more stabilized Middle East, and the potential of shale oil as a game-changer for the United States' energy needs;
- the effects of three central banks-related scenarios on the U.S. and global economies: growing inflation, the "paradox of thrift (an increase in consumer savings resulting in a decrease in economic growth), and global economic recovery;
In addition to our analysis of the trend and scenarios, we provide unique tools and model portfolios, based on the patented and proprietary quantitative analysis of both Sabrient and MacroRisk Analytics. Learn more
QuickResponse™ Portfolios provide a way for portfolio managers to respond quickly to changes in macroeconomic trends. Sabrient's proprietary quantitative methodology identifies the 50 stocks that should outperform comparable indices—the “Outperformers”—during a strong trend and a weak trend in various macroeconomic indicators. Equally important, we identify the 50 stocks that are likely to underperform—“Stocks to Avoid”—during the same strong and weak trends.
The algorithm that underlies these QuickResponse portfolios is the same one used for the Sabrient Defensive Equity Index (SBRDE), which is tracked by the Guggenheim Defensive Equity ETF (DEF), rated 5 STARs by Morningstar. Currently, we have QuickResponse portfolios for eight macroeconomic indicators: the U.S. dollar, Australian dollar, euro, inflation, oil prices, copper prices, 10-year Treasury bond yields, and the VIX market volatility indicator. Learn More
The monthly MacroReports offers optimized portfolios of ETFs and the S&P 1500 Index. The portfolios, updated monthly on MRI, are based on our analysis of the various scenarios in each report, as seen through the prism of the 18 MacroRisk Factors developed by MacroRisk Analytics.
In general, the optimized portfolios may be regarded as representative of a "forward-looking" perspective of six months out, timed from events that trigger each respective scenario. Learn More
Correlation Tables of Returns and Values
The monthly MacroReports offers correlation tables of returns and values, updated monthly on MRI, for ETFs, the S&P 1500 Index, and MSCI Global Indices. The correlation matrix analysis used in the tables provides valuable insights regarding the impact of economic factors on assets. By knowing which assets are most positively correlated with an economic factor, investors can construct portfolios tilted towards that factor. Similarly, by identifying assets that are most negatively correlated with an economic factor, investors can construct portfolios tilted away from that factor.
This powerful tool helps investors identify which economic factors are most important in determining the short-run and long-run fluctuations in the value of their individual holdings and can facilitate more effective diversification and portfolio construction. Learn More