VM ANALYTICS - Investment Insights

Build models for a wide range of assets (i.e. Debt, Equity, IPO and LBO) with documentation of market, credit and liquidity risks Develop analytic framework and validate model performance through back-testing, sensitivity analyses, and benchmarkingDraft reports and updates summarizing performance, valuation and scenarios

World Indices

Week ending 2025-09-24

Broad: Shift to mixed-to-negative tone into 9/23–9/24; several indices closed the week lower (S&P -0.29% on 9/24, Nasdaq -0.31%, DAX modestly positive some days but choppy).
Volatility: Continued episodic RV/ATR spikes across EM and Asian markets (STI, IDX, Nifty notable).
Note: JSE, Bovespa and several EMs showed larger downside by week's end.

Week ending 2025-09-17

Broad: Strongest stretch of the month — broad, steady gains across major indices into 9/11–9/15 (S&P +0.85% on 9/11 then modest through 9/15; Nasdaq +0.83% on 9/15).
Volatility: Large realised-vol jumps for Nasdaq, JSE and IDX on 9/11–9/15 (Nasdaq RV +187% on 9/11; JSE RV very large multiple days).
Note: Momentum (EMA changes) turned more negative for many indices by mid‑week, suggesting short-term overbought then retracement.

Week ending 2025-09-10

Broad: Continued gains across US and Europe into 9/10 (S&P +0.30% on 9/10 cumulative movement), strong mid‑week rallies (Nasdaq and S&P positive most days).
Volatility: Nasdaq and Nifty experienced very large RV spikes mid‑week (Nasdaq RV +88–98% on 9/09–9/10 range). Several markets showed ATR upticks.
Note: Asian indices mixed; Nikkei recovered some days.

Week ending 2025-09-03

Broad: Risk-on across many markets (S&P +0.51%, Nasdaq +0.79%, CAC +0.85%, FTSE +0.67%).
Volatility: Elevated intraday vol in Hang Seng, ASX and JSE; some RV/ATR increases (S&P RV +18.95%, FTSE ATR +14.62%).
Note: Mixed EM performance (Nikkei and Hang Seng down).

Blue Chip Stocks

Week ending Sep 26

Broad: Choppy/mixed — notable rebounds in some resource and industrial names, while tech and consumer luxury experienced volatile downside patches.
Volatility: Continued idiosyncratic dispersion — big daily moves from BHP (+3.49% on 9/25), Samsung and TSMC oscillated with several large negative days (TSMC down −29%+ across period), and BAE posted large positive jumps (118–144% readings mid‑week).
Notes: Microsoft & Visa: Microsoft modestly negative overall with some mid‑week recoveries; Visa showed variable intraday action but ended the run with mixed results.

Week ending Sep 19

Broad: Mixed — rotation between cyclicals and defensive names; autos and luxury showed pockets of strength while some mega‑caps softened.
Volatility: High single‑name dispersion — BAE Systems, Alphabet and several chip names saw outsized daily moves (e.g., BAE +6.67% on 9/11, Taiwan Semi swings including +185.01% on 9/17).
Notes: ICBC & Saudi Aramco: ICBC had marked swings and notable gains into mid‑week (110.53% on 9/17), Saudi Aramco showed sharp upticks late (3.16% on 9/17).

Week ending Sep 12

Broad: Mixed-to-strong — tech and select cyclical names led gains (Apple/Alphabet strength reflected in big %-moves), while some defensive staples were softer at times.
Volatility: Elevated idiosyncratic dispersion — large single-day moves from Samsung (+54.00% on 9/9, +50.07% on 9/10 then swings), Taiwan Semiconductor big intraday swings (108.87% on 9/9, 85.95% on 9/10), and Alphabet volatile (151.00% on 9/10).
Notes: Reliance & Microsoft: Reliance showed chunky upside across the week (up to +88.32% by 9/11), Microsoft staged a rebound mid‑week (60.02% on 9/12) after earlier weakness.

Week ending Sep 5

Broad: Mixed — tech and select large caps rallied sharply while several cyclicals and financials were softer.
Volatility: Elevated idiosyncratic dispersion — big single‑day moves in Alphabet (+8.74%), TSMC (+3.43%) and Samsung (−3.06/+2.19), plus LVMH’s mid‑week −4.26%.
Notes: Microsoft & Visa: Large downside days late in the week (Microsoft −2.59%, Visa −2.24%).