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    Topics@CreditEdge: Navigating Choppy Markets

    Our subject matter experts discuss the use of credit risk measures in evaluating firms to determine tendencies in performance in comparison to their peers in the S&P 500 universe.

    In early October, equity markets suffered their second major correction this year and their worst fall in more than eight months. Rising yields in particular increase the potential for equity volatility.

    Our subject matter experts demonstrate that firms with high credit quality risk and high default risk tend to underperform their peers in the S&P 500 universe on average, especially seen in the tech sector over the last two years. Our experts also show how CreditEdge factor-based strategies have tended to succeed in particular during flattening yield curve environments, with the performance of the low credit quality risk strategy tending to be more insulated to interest rate risk on average.

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    March 2020 Pdf John Lonski, Yukyung ChoiKatrina Ell, Michael Ferlez, Ryan Sweet
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    The COVID-19 Pandemic: Assessing the Impact on Corporate Credit Risk

    In this webinar, we will use Moody’s Analytics EDF metrics to assess the impact COVID-19 has had so far on corporate credit risk.

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    Weekly Market Outlook: Equity Market Volatility Resembles 2008's Final Quarter

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    Weekly Market Outlook: High-Yield's Default Risk Metrics Still Trail Worst Stretch of Great Recession

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    Weekly Market Outlook: Ultra-Low Treasury Yields and Very High VIX Warn of Credit Stress Ahead

    The longer negative sentiment dominates the financial markets, the greater is the danger the loss of confidence will spread to businesses and consumers.

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    Weekly Market Outlook: Fed Rate Cuts May Fall Short of Stabilizing Markets

    Markets are trying to “price-in” an event for which there is no readily known precedent. Volatility will rule until COVID-19-related risks reverse course.

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    Weekly Market Outlook: Optimism Rules Despite Unfinished Slowing of Core Business Sales

    The market value of U.S. common stock has been setting new record highs with regularity. The market appears to be supremely confident of two things.

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    Dealing With Fallen Angel Risk

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    Weekly Market Outlook: Baa-Rated Corporates Fared Better in 2019

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    Weekly Market Outlook: Richly Priced Stocks Fall Short of 1999-2000's Gross Overvaluation

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