Rating Market Indices

Universal Ratings provides Resistance to Shocks (RtS) ratings of market indices, such as the Dow Jones, the NASDAQ, or the S&P. Examples of RtS ratings of US, European market indices as well as market segments are illustrated in the table below.

Computed on September 30-th, 2016

Such ratings can be delivered on a daily basis or even in real time.

Just like in the case of portfolios, it is specify which index components contribute the most to its RtS rating and complexity (complexity is a modern version of what is commonly knows as volatility). An example of a Complexity Profile of the Dow Jones index is illustrated below.


The stocks at the top of the chart are those that, at the time of the analysis, are influencing the most the complexity and Resistance to Shocks of the index as a system.