The Fed is roiling global markets with its retreat from providing more liquidity. Scan for stocks sensitive to interest rate changes using PORT, Bloomberg’s multi-factor stress testing analytics platform.
The case study on Bloomberg terminakls – FFM <Go> – exams a 100-basis-point interest rate shock to the S&P 500 Index via SPDR S&P 500 ETF Trust. The Bloomberg multi-factor risk model then consider every stock’s correlation with the interest rate shift.
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