Market & Sector Risk Indicators

Great tool to help gauge the magnitude and direction of market or sector risk. Great for sector rotation strategies.

SmartStops Risk Ratio (SRR): The percent of equities in the group that are in the Elevated Risk State according to the SmartStop Aggressive Risk Signals on a given day.

SmartStops Risk Barometer Index (SRBI): The current risk ratio in relation to its average over the preceding 100 market days. An SRBI above 1 means the current risk ratio is higher than its 100 day average. An SRBI below 1 means the current risk ratio is lower than its 100 day average.

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Market

Current Risk Ratio

Historic Risk Ratio

Risk Direction &
Rate of Change

SmartStops Risk Ratio (SRR)

% of equities in Above Normal Risk State

Historical Risk Ratio

Risk Ratio

100 Day Risk Ratio Moving Average

100 Day Risk Ratio Moving Average

SRBI

0.89

Sector

Current Risk Ratio

Historic Risk Ratio

Risk Direction &
Rate of Change

SmartStops Risk Ratio (SRR)

% of equities in Above Normal Risk State

Historical Risk Ratio

Risk Ratio

100 Day Risk Ratio Moving Average

100 Day Risk Ratio Moving Average

SRBI

1.01