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Hedge funds de-risk in July to close to record levels

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Goldman Sachs Prime Brokerage report for July shows:

  • Hedge funds have been de-risking in July at levels that are close to record levels for the past decade.
  • The de-risking by hedge funds in July has been mainly attributed to short covering.
  • Long/short hedge funds experienced nine consecutive days of negative returns before July 28, which is the longest streak since January 2017.
  • Long/short hedge funds are expected to face the worst monthly alpha drawdown in July since May 2022.
  • Goldman Sachs indicates “signs of capitulation are starting to emerge” in their recent prime brokerage report.

Not great news for the hedge funds as they get caught in probably some of the high flyers.

A summary of the US stocks are showing modestly positive levels. The major indices have been trading above and below unchanged today.

  • Dow Industrial Average is up 7.75 points or 0.02% at 35466.88
  • S&P index is up 2.28 points or 0.05% of 4584.67
  • NASDAQ index is up 19.64 points or 0.14% at 14336.20

Adobe is on fire with a $20 gain up 3.79% at $548.90. Goldman Sachs increased their price target by some $150 to $660

Apple who will report earnings on Thursday is trading up $0.37 or 0.19% at $196.15. Amazon will also report on Thursday and is trading at $1.26 or 0.96% at $133.37.

Meta – whose shares rose by 10.61% last week after better earnings is trading down $4.47 or -1.3% today at $321. The high price last week reached $326.20.

Netflix shares are up 2.52%

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