Rating the Resilience of Major Markets, 31-st December, 2015


Resilience Ratings of major markets are reported in the table below. Analysis performed on 31/12/2015. The results are presented without comments.




Resilience is the capacity to absorb shocks or destabilizing events, such as financial contagion, stock market collapses, market bubbles, natural disasters or geopolitical events. Opposite of fragility, resilience provides an indication of how stable a portfolio or market is and how it will react in the presence of the said events. It is therefore important to measure the resilience of portfolios and markets as the global economy and markets are dominated by increasingly frequent and intense instabilities. In a turbulent and complex economy driven by uncertainty and discontinuities, resilient portfolios provide the basis for more sustainable investments.

Resilience ranges from 0% to 100%. Higher values correspond to a better resilience rating (four or five stars) while low values point to fragility (one or two stars).

Low resilience does not necessarily imply low performance.

Analysis is performed over a 50 trading-day horizon and the results do not represent a static property of the markets.


The above information is available on a daily basis and free of charge here.

Leave a Reply

Fill in your details below or click an icon to log in:

WordPress.com Logo

You are commenting using your WordPress.com account. Log Out /  Change )

Google photo

You are commenting using your Google account. Log Out /  Change )

Twitter picture

You are commenting using your Twitter account. Log Out /  Change )

Facebook photo

You are commenting using your Facebook account. Log Out /  Change )

Connecting to %s