- March's figures show a reduction in U.S. equity dispersion, which returned close to the recent lows in the case of the S&P 500® and fell back to well below average in the S&P MidCap 400® and the S&P SmallCap 600®.
- There was a small increase in the S&P Europe 350® dispersion, as well as among emerging market equities.
- Correlations in the S&P 500 rose above average but remained within the central quartiles. Correlations also rose between smaller U.S. stocks, but remained close to (in the case of mid caps) or below average (small caps).
- In the S&P Europe 350 and for our Emerging and Ex-U.S. Developed equity indices, correlations remained below average.
FTSE Mondo Visione Exchanges Index:
S&P DJI Commentary Correlation & Dispersion Index Dashboard
Date 01/04/2015