Risk Premiums vs Fundamentals: Where the Asymmetries Lie

Posted on by Eben@CANSLIM Research

In a report examining risk premia versus fundamentals and where the asymmetries sit, the analysis argues that de-risking has accelerated but that signs of resilience are waiting on circuit breakers. The research note contends that implied correlations are too low if technology and the ex-tech, rate-sensitive parts of the market can rise or fall at the same time, and that the beta of risk premia to moves in rates appears higher now — CoreWeave’s CDS spread being the most visible illustration.

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