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Market risk indicator drops to record lows since coronavirus pandemic began

Market risk indicator “Bank of America Merrill Lynch GFSI Market Risk indicator”. Source: Bloomberg

Investors fear inflation, overvalued risky assets and the prospect of unprecedented stimulus cuts. However, at least one quantitative indicator of investor concern is at a fairly low level.

The Bank of America Merrill Lynch GFSI Market Risk indicator * has dropped to record lows since the start of the coronavirus pandemic last spring.

*ProFinance.ru: reflects the expected volatility of the stock market, interest rates, currencies and commodities based on the dynamics of the options market. Readings below zero indicate that the stress level in the global markets is below normal, while values ​​above – on the contrary.

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