Dashboard
Perception of Market Dynamics
Region
Country
Market Pulse
Vol Regime
Elevated
Credit
Tightening
Leadership
Large Growth
Factor Breadth
65%
USD
102
Rate Sensitivity
0.85
Policy
Tightening
Commentary
Latest Value vs Growth reading is 0.8. This demo chart illustrates how factor spreads evolve over time. Connect this panel to MSCI/AQR/Ken French sources to display true factor spreads and computed z‑scores. The narrative here can be generated by an LLM using the last change, percentile vs history, and market regime.
Sector performance
MTD, as of 9/10/2025Energy
+3.6%
Financials
+1.1%
Industrials
+0.6%
Materials
-0.4%
Technology
+2.6%
Consumer Disc
-1.0%
Consumer Staples
+0.8%
Health Care
-0.7%
Utilities
-0.2%
Real Estate
+0.4%
Communication
+1.4%
Factors performance
| Period | Value | Yield | Growth | Momentum | Quality | Size |
|---|---|---|---|---|---|---|
| 2024, Aug | -2.5% | +0.3% | -2.0% | +2.0% | +0.0% | +1.5% |
| 2024, Sep | -1.7% | +0.1% | -1.0% | +0.0% | +1.0% | -1.5% |
| 2024, Oct | -0.1% | -0.1% | +0.0% | -2.0% | +2.0% | +0.5% |
| 2024, Nov | -1.9% | -0.2% | +1.0% | +1.0% | -2.0% | -2.5% |
| 2024, Dec | +0.0% | -0.6% | +2.0% | -1.0% | -1.0% | -0.5% |
| 2025, Jan | +1.1% | -0.6% | -2.0% | +2.0% | +0.0% | +1.5% |
| 2025, Feb | +0.1% | -1.0% | -1.0% | +0.0% | +1.0% | -1.5% |
| 2025, Mar | +1.3% | -1.1% | +0.0% | -2.0% | +2.0% | +0.5% |
| 2025, Apr | +2.5% | -1.3% | +1.0% | +1.0% | -2.0% | -2.5% |
| 2025, May | -2.5% | +0.4% | +2.0% | -1.0% | -1.0% | -0.5% |
| 2025, Jun | -1.9% | +0.2% | -2.0% | +2.0% | +0.0% | +1.5% |
| 2025, Jul | +0.1% | -0.2% | -1.0% | +0.0% | +1.0% | -1.5% |
Regional Performance (1M)
MSCI country proxies (demo)Global Valuation
Absolute & relative valuation z-score and 15-year percentile ranking
Top 3 Attractive
Bottom 3 Expensive
Relative Valuation Z
Z = (X − μ) / σ; percentiles over 15y window
| US/Style/Region | Valuation to Region History (Percentile) | Absolute Valuation Composite Z | Valuation Relative to MSCI ACWI (Percentile) | Relative Valuation Z | ||||||
|---|---|---|---|---|---|---|---|---|---|---|
| P/E | NTM P/E | P/B | P/S | P/E | NTM P/E | P/B | P/S | |||
Source: Demo data inspired by Street State Investment Management, FactSet. Methodology: Z-score equals the mean of standardized metrics across P/E, forward P/E, P/B, and P/S. Percentiles computed over a trailing 15-year window; relative columns compare to MSCI ACWI universe. Negative Z indicates attractive (cheap) vs history/peers; positive indicates expensive.
Risk Appetite
Subdued
Breadth
Narrow
Crowding
Elevated
Positioning
Defensive
Sentiment Snapshot
AAII Bulls
31%
AAII Bears
36%
Put/Call
0.96
Fear/Greed
Neutral
Desk Notes
- Flow into defensives continues; cyclicals sold on strength.
- Quality/Profitability factors bid; high beta underperforming.
- Credit spreads stable but issuance window narrower.