ASR's Proprietary Indicators
We have developed a number of proprietary tools which cover a wide range of content areas – but all are designed to help our clients in their investment process. Contact us for more information on any of these products.
Understanding and analyzing sentiment trends across assets is a process that has proved invaluable for investors. Our proprietary indices (including our Sentiment Barometer Indices) quantify sentiment across approximately 1,500 assets, including assets for which sentiment measures typically are not available.
We have a wide range of macroeconomic datasets that serve as a framework for understanding the global economy. In some cases our indicators are improvement to existing series (for example, providing a longer lead than other leading indicators), others create real time economic series.
Every quarter we survey Chief Investment Officers, Asset Allocators, and Multi-Asset Specialists from around the world. In the Q3 2015 survey, there were 210 institutions represented, with more than $4.8 trillion under management. Our survey is designed to compare investor probabilities with the probabilities implicit in the markets; and to identify the highest conviction calls.
A joint product between ASR and the Wall Street Journal, this indicator is created by querying the Factiva database of news articles, searching for stories relating to key economic measures.
Our dividend dynamos a basket of high yield stocks we think will resilient to dividend cuts, incorporated into an index that does not have an excess sector bias. We base inclusion into the index on the company’s EPS growth, EPS volatility, interest cover, cash conversion, and cash return on equity.
The art of portfolio construction is based around balancing risk and return, and measuring the equity risk premium is a vital step in this process. We have built composite ERP estimates, incorporating nine different methodologies, for 19 countries around the world.
ASR has carried out in-depth research exploring the relatively new concept of Stranded Assets: showing how they are already a critical hidden risk in almost every Global Multi-Asset and Equity portfolio, and how they will become increasingly important to all asset managers in the coming decade. Fund managers are inherently concerned with risk; we believe Stranded Assets and the stress-nexus of water, energy and food are a risk investors cannot ignore.