Marya Alsati-Morad

Associate Director, Commodities and Real Assets
S&P Dow Jones Indices
Biography

Marya Alsati-Morad is Associate Director, Commodities and Real Assets, at S&P Dow Jones Indices. Marya is responsible for the product management of S&P DJI Commodity Indices, which include the S&P GSCI® and Dow Jones Commodities Index, two of the most widely recognized commodity benchmarks in the world. Both indices represent the global commodity market and are most commonly used for the historical benefits of inflation protection and diversification to stocks and bonds. In her role, Marya writes market commentary and works with the Index Research & Design, sales and marketing departments to bring new ideas to market.

Prior to her current role Marya worked in the Index Development and Index Management and Production groups within S&P Dow Jones Indices. She previously worked in S&P’s Global Fixed Income Research Group, where she authored and contributed to research papers and market trend reports covering credit, default and recovery estimation.

Prior to her role at S&P, Marya worked in financial management consulting in the U.S. and Europe. Marya holds a joint honors degree in Accounting & Finance from Kent Business School and a Masters in Mathematical Finance from Columbia University.

Author Archives: Marya Alsati-Morad

Now Might Be the Time for VIX®

An alarming picture is being painted by an economically frail global economy: the threat of a U.S. Fed rate hike and renewed credit weakness driven by falling oil prices.  The S&P GSCI® (TR) was down 30.8% YTD, with all sectors in the index reporting negative returns for the year, but the S&P 500® and the Read more […]

Will Housing Be Dealt Another Bad Hand?

On Monday, Aug. 24, 2015, the global stock market tumbled, with the Dow Jones Industrial Average® losing 1,000 points in seconds. We have seen similar turbulence in the equity markets in 1987, 1997, 1998, 2007, and 2008. We know that the stock market is an important leading indicator, as it reports on the health of Read more […]

April Peaks and Troughs in the S&P/Case-Shiller U.S. National Home Price Index

In this post, we are going to look at how April 2015 has fared compared with historical April months for the S&P/Case-Shiller U.S. National Home Price Index. Exhibit 1 depicts the historical monthly returns (April over March) of the S&P/Case-Shiller U.S. National Home Price Index, since 1987. All returns refer to April over March returns Read more […]

A Tale of Two Energy Cities – Dallas and Denver

This post examines the relationship between Dallas and Denver, utilizing the S&P/Case-Shiller Home Price Index for each city.  The pair was selected based on a correlation analysis that yielded a correlation coefficient of 0.84 between the two cities.  This analysis covered the 20 metropolitan indices in the S&P/Case-Shiller Home Price Index series, utilized log returns Read more […]

Home Price Bricks in Your Portfolio

In this post, we look at whether adding a home price index, as part of a multi-asset bundle, to a hypothetical portfolio could potentially improve its attributes. We created two portfolios, one comprised of equities and bonds (portfolio A), and a second that contained the elements of portfolio A plus commodities, home prices and infrastructure Read more […]

Five-Year Itch in the Condo Market?

In a prior post, we analyzed the holding period of single-family homes using the S&P/Case-Shiller Home Price Index Series. We quantified the holding period with the rolling return for each period in question—10-, 7-, 5- and 3-year holding periods. In this post, we use the same holding period concept to look into whether the condo Read more […]

To Have and to Hold in Residential Real Estate

Homeowners choose the time to sell their home for various personal and socioeconomic reasons but also for financial considerations such as mortgage rates, tax consequences, current property values, and the holding period. The holding period is the time frame between the day the residential property was purchased to the day it was sold. The general Read more […]

Is Gold A Good Hedge For Your Home?

Gold, traditionally, has been perceived as a safe haven that investors flock to during periods of uncertainty and high inflation. The question we are interested in examining is whether or not the safe-haven argument holds true for protecting against homes’ falling prices. Home prices are generally considered a leading economic indicator since a drop in Read more […]