UBS warns that CTAs are ’more or less’ done buying equity indices

Published 12/08/2025, 11:36
© Reuters.

Investing.com -- UBS said in a note Tuesday that commodity trading advisers (CTAs) are “more or less done buying equity indices,” even as its momentum algorithm signals further appetite for single stocks across most regions and sectors.

In its latest Quantamental Signal Ideas report, UBS noted that its highest-scoring stocks are concentrated in Utilities, Transportation, Banks and Communication Services, while Consumer Durables, Semiconductors, Commercial Services and Materials dominate the lowest scorers. 

The firm stressed that “these recommendations can differ from the fundamental views of our equity strategy team.”

UBS highlighted that Financials “continue to be over-owned,” Real Estate is “under-owned,” and positioning in Utilities “has eased up.” 

Communication Services and Materials “still look healthy” in terms of positioning, with no signs of crowding, according to UBS.

The bank said that dispersion in earnings expectations remains wide across sectors, with Q2 results prompting downgrades for Health Care and, to a lesser extent, Consumer Discretionary. 

It also flagged a rise in the probability of a macroeconomic slowdown, estimating that risk has increased from 15% to 21% based on global PMI data.

UBS described its regime model as undergoing “a major rotation,” taking profits on cyclical trades in favour of defensives. 

“While it is adding risk overall, it is lessening its risk-on stance by increasing exposure to defensive sectors — Health Care and Utilities — and slowly reducing exposure to cyclicals — Financials and Consumer Discretionary,” the note said.

Regionally, Japan has overtaken China as the most favoured equity market, while Europe “keeps being downgraded” in UBS’s framework.

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