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home / news releases / SUSB - Risk Premia Forecasts: Major Asset Classes - 4 April 2022


SUSB - Risk Premia Forecasts: Major Asset Classes - 4 April 2022

  • The expected risk premium for the Global Market Index ticked slightly higher in March to an annualized 5.8% pace, fractionally above last month’s estimate.
  • Using short-term momentum and medium-term mean-reversion market factors (defined below) to adjust the forecast trims GMI’s ex ante risk premium to an annualized 5.5%.
  • For historical perspective on how GMI’s realized risk premium has changed through time, consider the history on a rolling 10-year annualized basis.

For further details see:

Risk Premia Forecasts: Major Asset Classes - 4 April 2022
Stock Information

Company Name: iShares ESG 1-5 Year USD Corporate Bond ETF
Stock Symbol: SUSB
Market: NASDAQ

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