A short guide to “Risk-on/Risk-off”



We often hear about "Risk-on" or "Risk-off" in financial markets, but what do these expressions mean? Below is the answer!


Reading Time: 5 minutes         Financial activity: Trading/Investing          Knowledge level: Beginner


Summary

The meaning of "Risk-on" and "Risk-off"

Some examples of risk-on and risk-off assets

Market Sentiment Indicators

Conclusions


The meaning of "Risk-on" and "Risk-off"

"Risk-on" and "Risk-off" are terms used to describe changes in investor sentiment toward market risk in different economic scenarios.

Risk-on: this is an investment setting in which investors are willing to take more significant risks to achieve higher returns. During risk-on periods, investors tend to invest in higher-risk instruments, such as stocks, commodities, and emerging market currencies.

Risk-off: this is an investment setting in which investors prioritize preserving their capital by investing in safer assets such as bonds, cash, and other low-risk securities. During risk-off periods, investors tend to avoid high-risk assets and favor low-risk investments that are less likely to lose value.

Investors' attitudes towards risk can change depending on the market conditions and investors' perceptions of the economy.  For example, during periods of economic growth and optimism, investors may be more willing to take risks and invest in higher-risk assets. Conversely, during periods of economic decline or uncertainty (like wars, pandemics, etc.), investors may be more risk-averse and prefer to invest in safer assets.

Not all asset classes carry the same risk, and investors tend to change asset classes depending on the perceived risk in the markets. For instance, stocks are generally considered to be riskier assets than bonds.

 

Some examples of risk-on and risk-off assets

Typical Risk-off assets are investments considered safer and less volatile than other investments. Some examples of "Risk-off" assets include:

Government Bonds. They are bonds issued by governments and they are considered to be the safest investment. In this category, we have the Treasury bonds issued by the U.S. government or the German “Bund”.

Gold. Gold is considered a haven asset, especially during economic uncertainty, geopolitical tensions, or inflation.

Risk-Off Currencies. The United States Dollar (USD), Japanese Yen (JPY), and Swiss Franc (CHF) are typical examples. Risk-off currencies are seen as more stable and less volatile, gaining value when investors seek safety.

 

These financial instruments are typically associated with higher-risk investments and perform well when the market sentiment is optimistic (Risk-on assets):

Stocks. During the Risk-on time, investors were willing to invest in speculative assets, such as real estate and technology stocks, to achieve higher returns.

Risk-on Currencies. The Australian Dollar (AUD), New Zealand Dollar (NZD), Canadian Dollar (CAD), Euro (EUR), and British Pound (GBP) benefit from increased investor confidence and higher interest rates in times of economic growth and positive market conditions.

Cryptocurrencies. Bitcoin is known for its high level of volatility and lack of regulation, so it is considered a high-risk, high-reward investment.

Commodities. During periods when investors perceive economic growth, they buy commodities related to industrial use such as copper and oil.

 

Market Sentiment Indicators

What indicators can I consult to understand what type of period we are in?


The VIX (Volatility Index)

The VIX is a market index that measures the market's expectations for volatility over the coming 30 days. The VIX is used as a contrary market indicator. The VIX attempts to measure the magnitude of price movements of the S&P 500, and the more dramatic the price swings are in the index, the higher the level of volatility, and vice versa. Traders can trade VIX futures, options, and ETFs to hedge or speculate on volatility changes in the index.

So, the risk is Risk-on if VIX is down, and risk is Risk-off if VIX is up.


The COT (Commitments of Traders Report).

I have written a post about it: Beginners guide to Commitments of Traders Report (COT) - The most important market sentiment indicator.

Simply read it!


You can also watch some online tools, like this: CNN BUSINESS-Fear and Greed Index.


Conclusions

In summary, "Risk-on" and "Risk-off" are terms used to describe changes in investor attitudes toward market risk in different economic scenarios.

During risk-on periods, investors tend to invest in higher-risk instruments, while during risk-off periods, investors tend to avoid high-risk assets and favor low-risk.

For these reasons, you must stay informed (monitor global economic news and financial reports), watch Central Banks' decisions, analyze market sentiments (using some indicators like VIX), and practice clever risk management with diversification of invested assets.


A sincere wish of good work to all!


Written by F. GRAMOLA (*).

(*) Member of S.I.A.T., the Italian Society of Technical Analysis (member society of I.F.T.A. – International Federation of Technical Analysts).


Warning

We merely cite our personal opinions for educational purposes only.

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Investing and trading are risky. Don't invest or trade money that you cannot afford to lose.

Initial photo by John McArthur on Unsplash.


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