The Economy Matters Reports SPDR DJ Wilshire REIT ETF

RWR 11012019 (pdf)


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Macro Risk

  There are 5 Risks designed for gauging the market risk, sensitivity to the economy, momentum, attribution instability, and Eta® Value at Risk of a collection of holdings. These five risks help to predict an investment's long-term price behavior.  Using cross-correlation of macro economic factors, the five risks are analyzed to attempt to achieve price predictive power-ability.


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 For more information on these five risks, see the published peer reviewed work(Chong, Jennings & Phillips 2012, and others) on the MacroRisk site ( 

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