S&P Dow Jones Indices Market Attributes: Correlation & Dispersion Index Dashboard – New Features

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• We are pleased to introduce an updated dispersion and correlation dashboard, now including a broader set of indices as well as volatility statistics for major indices.
• This month’s report shows that May’s risk environment was less dramatic than might be deduced from the broader sentiment, while UK equities appear as-yet unconcerned over a “Brexit”.
• Note that that dispersion figures are now annualized, in contrast to previous reports.