👀 Copy Legendary Investors' Portfolios in One ClickCopy For Free

Equity exposure is not extreme, Deutsche Bank analysts say

Published 12/09/2024, 09:57 AM
© Reuters.
US500
-
US2000
-
SPY
-
STOXX
-
VIX
-

Investing.com -- Equity positioning has remained relatively stable over the past three weeks, maintaining levels well above average but not reaching extremes, according to Deutsche Bank (ETR:DBKGn).

The firm observed that while discretionary investor positioning has slightly retreated from its post-US presidential election surge, it is still elevated.

Systematic strategies, on the other hand, have continued to climb, reaching their highest point since before the pandemic outbreak.

“Volatility control funds increased their equity allocation close to the historical maximum (84th percentile), as equity volatility continued declined,” Deutsche Bank strategists said in a note.

In terms of sector positioning, both Materials and Healthcare remain below average, with Materials continuing to lag.

Conversely, positioning in Financials and small caps is described as elevated, with Consumer and Industrial Cyclicals showing an above-average and rising trend.

Energy sector positioning hovers near average, while Staples has seen a decline yet remains elevated. Utilities and Real Estate have returned to mid-range levels.

Despite the sideways movement in positioning, equity funds have seen substantial inflows, Deutsche Bank notes.

Following a period of significant inflows totaling $140 billion over four weeks, the pace has slowed but remains strong with $8 billion in the most recent week, consistent with the year-to-date average.

“We expect inflows next year to remain robust, a key driver of potential upside along with buybacks, while positioning is unlikely to be a meaningful contributor from current elevated levels,” the bank’s strategists led by Parag Thatte said.

Regionally, the United States attracted the majority of equity inflows this week, amounting to $8 billion.

Global mandate funds and emerging markets also experienced inflows, whereas Europe faced significant outflows, marking their worst performance in two months.

Meanwhile, bond fund inflows have diminished, with government bond funds experiencing their heaviest outflows in a year, although investment-grade funds have seen a notable uptick, achieving their strongest inflows in seven weeks.

Latest comments

Risk Disclosure: Trading in financial instruments and/or cryptocurrencies involves high risks including the risk of losing some, or all, of your investment amount, and may not be suitable for all investors. Prices of cryptocurrencies are extremely volatile and may be affected by external factors such as financial, regulatory or political events. Trading on margin increases the financial risks.
Before deciding to trade in financial instrument or cryptocurrencies you should be fully informed of the risks and costs associated with trading the financial markets, carefully consider your investment objectives, level of experience, and risk appetite, and seek professional advice where needed.
Fusion Media would like to remind you that the data contained in this website is not necessarily real-time nor accurate. The data and prices on the website are not necessarily provided by any market or exchange, but may be provided by market makers, and so prices may not be accurate and may differ from the actual price at any given market, meaning prices are indicative and not appropriate for trading purposes. Fusion Media and any provider of the data contained in this website will not accept liability for any loss or damage as a result of your trading, or your reliance on the information contained within this website.
It is prohibited to use, store, reproduce, display, modify, transmit or distribute the data contained in this website without the explicit prior written permission of Fusion Media and/or the data provider. All intellectual property rights are reserved by the providers and/or the exchange providing the data contained in this website.
Fusion Media may be compensated by the advertisers that appear on the website, based on your interaction with the advertisements or advertisers.
© 2007-2024 - Fusion Media Limited. All Rights Reserved.