Northern Trust: Improving US Equity Correlations, Waning Volatility on the Horizon

Institutional investment managers are becoming increasingly positive on the US economy while they remain concerned about macro risks such as the European debt crisis, a new survey by Northern Trust shows.

(April 5, 2012) — Institutional managers see the US economy improving with equity correlations and volatility coming down, according to a recently released survey by Northern Trust. 

“Despite continuing concern about the situation in Europe, institutional investment managers saw more positive economic and financial market signals in the first quarter this year than they did at the end of 2011,” said Chris Vella, Chief Investment Officer for  Northern Trust’s Multi-Manager Solutions group in a statement. “For example, 40% of managers believe market volatility will decline from current levels. Lower volatility combined with lower correlations between equities should benefit bottom-up, fundamentally focused investment managers.”

According to the study of 100 institutional managers, more than three-quarters anticipate earnings growth will remain stable or accelerate throughout 2012. Furthermore, 33% of respondents expect a pick-up in job growth and 49% expect job growth to be stable over the next six months. The biggest threat to equity markets remains the situation in Europe followed by domestic concerns, such as the impact of the U.S. elections and the US sovereign debt level. 

Meanwhile, the study showed that emerging markets are also viewed as attractively priced with more than 60% of managers seeing greater opportunity in the asset class, along with investment in technology and energy sectors. “The outlook remains weak for fixed income investments as well as the utilities and telecom sectors,” according to Northern Trust. 

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Northern Trust’s study follows another study by Bank of America Merrill Lynch that showed that improvements in equity markets, spurred by renewed confidence in economic solutions in the Eurozone, have eased investors back into risk-taking. Some $9.6 billion flooded into equity funds, according to Bank of America Merrill Lynch, the highest amount since April 2011, and signalled a renewed risk appetite among investors.

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