Does the macro regime support your fundamental thesis?
Macro shifts are episodic. When they occur, which is now more frequently, their impact is total. They move style factors, thematic trades, and crowding all at once.
MFERM decomposes every stock's return into two parts: Intrinsic to the stock (idiosyncratic factors), and environmental forces (macro factors). Daily. Stock by stock. So you know what you own.
These environmental factors pick up the themes that matter now—tariffs, fiscal dominance, the AI capex boom, stagflation risk and more.
Our Solutions
Clear use cases across equity investing and risk teams. Discretionary or systematic. If you manage equity portfolios, we can help.
A cross-asset valuationengine that spots when price and fundamentals diverge.
Capturing macro at the equity level used to be impossible. New data and technology changed that.
Related Articles
Equity Exposures, Sector Trends & Regime Analysis—In Depth
When to Press Shorts, When to Fear the Squeeze
Equity Exposures, Sector Trends & Regime Analysis—In Depth
Japan’s Hidden Regime Trade: What MSR is Flagging Across TOPIX
Identify price dislocations, opportunities, regimes and sensitivities
1. KWEB looking interesting again, especially vs. FDN
2. USDJPY: Intervention Can Slow It. Not Stop It.
3. TU: Cheap Enough to Matter Again
.jpg)
.jpg)
