BREAKING: Hedge funds sold off global stocks last week at the fastest pace since the April 2025 tariff crisis.
Net selling for the week ending February 19 recorded a standard deviation of -1.54 from the norm, mainly due to short selling. All regions experienced net outflows, led by North America and Europe, where long positions decreased at the fastest rate in 5 months. Individual stocks and macro products, such as index futures and ETFs, accounted for 58% and 42% of total sales, respectively. By sector, hedge funds sold off 7 of the 11 global sectors, led by the financial sector, which saw the largest weekly outflows since April. Energy, healthcare, and consumer staples were the only sectors to attract net buying, indicating a broad shift toward defensive stocks. Pessimistic sentiment among hedge funds is increasingly intensifying.
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BREAKING: Hedge funds sold off global stocks last week at the fastest pace since the April 2025 tariff crisis.
Net selling for the week ending February 19 recorded a standard deviation of -1.54 from the norm, mainly due to short selling.
All regions experienced net outflows, led by North America and Europe, where long positions decreased at the fastest rate in 5 months.
Individual stocks and macro products, such as index futures and ETFs, accounted for 58% and 42% of total sales, respectively.
By sector, hedge funds sold off 7 of the 11 global sectors, led by the financial sector, which saw the largest weekly outflows since April.
Energy, healthcare, and consumer staples were the only sectors to attract net buying, indicating a broad shift toward defensive stocks.
Pessimistic sentiment among hedge funds is increasingly intensifying.