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- Our January dashboard reports above-average dispersion and high or exceedingly high correlations in the majority of equity indices, globally.
- The historical chart of S&P 500 dispersion is suggestive of a more permanent change in regime from the compressed market performances that characterized the U.S. Federal Reserve’s zero-interest rate era. January’s 7.5% reading is the highest in four years.
- Cross-asset correlations remain slightly below average; cross-asset dispersions slightly above average.
