Latest EPFR fund flow data reports outflows for equity funds and money market funds, and inflows towards bond funds, and China and India equity funds.
The collapse of several US regional banks and the UBS-Credit Suisse merger in March spurred investors to look for alternative homes for their money. For many the answer was Money Market Funds. Utilizing EPFR Fund Flows and Allocations data, we analyze which mandates and regions have benefited the most in recent weeks.
Olivia Blaszkowski from EPFR takes a recent BBC article to look into US investor sentiment towards China. Fund flows show that the tide is changing.
Overall, the second week of December 2022 saw all Equity Funds record a collective inflow of $17.9 billion while Bond Funds absorbed $2.3 billion.
Despite China’s first steps away from the zero-Covid policies that have sapped its economy and some optimistic forecasts for 2023, investors tapped EPFR-tracked Emerging Markets Equity Funds for $2.4 billion – a 13-week high outflow – in early December 2022.
In-depth research conducted by EPFR’s quantitative team utilizing machine learning algorithms leads us to believe that the answer to this question is, yes, it is entirely possible!
Machine learning algorithms are increasingly important tools for quantitative researchers, allowing the analysis of larger data sets in order to make predictions or conclusions against defined goals.
EPFR has developed a new tool. Stock Barometer, to help at the individual security level. Organized around a range of well-known indexes, these ‘barometers’ list the stocks in those indexes and illustrate their daily situation based on two key factors, flow momentum and ownership dispersion.
Our main sponsor at FSP and their Debt Capital Markets (DCM) team utilize EPFR data in their reports and to advise their clients.