Macro Impact Analysis: Bund Yield Influence on European Stocks

Sismo’s new macro impact feature enables asset managers to quantify how a macroeconomic series influences stock performance - instantly and with consistent accuracy over time. This tool works with any macro series and any stock universe, revealing both the strength and stability of the relationship.

Using the German 10-year Bund yield as an example, the analysis shows how shifts in sovereign yields have historically influenced European equity performance, and how that relationship has evolved over different periods.

Highlights:

• Assess correlation and beta between a macro series and any stock universe.
• Track the stability of the relationship over time to identify persistent patterns.
• Apply to rates, commodity prices, economic indicators, or other macro drivers.
• Visual, factor-based outputs for quick interpretation and integration into portfolio decisions.

Why It Matters:
Macroeconomic shifts can reshape sector performance and risk exposure. By quantifying these relationships historically, investors can better position portfolios ahead of expected macro moves