Stock Markets February 26, 2026

HSBC Reallocates Away from U.S. Stocks, Increases Stakes in Europe and Emerging Markets

Bank says tactical stance remains 'firmly risk-on' as cyclical and machine-learning indicators turn more positive

By Caleb Monroe
HSBC Reallocates Away from U.S. Stocks, Increases Stakes in Europe and Emerging Markets

HSBC has trimmed its exposure to U.S. equities and deepened underweight in U.S. Treasurys while boosting allocations to Europe and emerging markets. The decision follows stronger cyclical readings and machine-learning signals that the bank says support a continued risk-on tactical asset allocation despite frequent bearish narratives.

Key Points

  • HSBC reduced exposure to U.S. equities and increased allocations to Europe and emerging markets, while describing its tactical asset allocation as "firmly risk-on."
  • Cyclical leading indicators and machine-learning gauges have strengthened in recent months, with notable gains on capex and manufacturing metrics, supporting increased ex-U.S. equity weightings and cuts to U.S. Treasurys.
  • The bank maintained overweight positions in high-yield credit and emerging-market debt, added emerging-market exposure in both equities and fixed income, and adjusted regional positions in Japan and U.K. gilts.

HSBC has shifted its tactical asset allocation away from U.S. equities and toward non-U.S. markets, increasing exposure to Europe and emerging markets while maintaining an overall "firmly risk-on" stance, the bank said in a note outlining its latest positioning.

The banks chief multi-asset strategist, Max Kettner, characterized the external commentary around markets as volatile, writing that "the bearish narratives change almost daily nowadays." He cited a varied set of concerns that have surfaced in public debate, including geopolitics, discussions about the independence of the Federal Reserve, and speculation about an AI-driven economic downturn.

Despite that backdrop of shifting negative storylines, Kettner said HSBCs internal indicators provide a constructive signal. He wrote that the banks cyclical and machine-learning indicators "remain risk-on," and that sentiment and positioning gauges are "firmly neutral."

HSBC highlighted an improvement in its cyclical models over recent months. "A lot of our cyclical leading indicators have shot higher in the last two months, including on the capex and the manufacturing side," Kettner wrote, and added that the firm's valuation-adjusted momentum and machine-learning gauges are "all sending a green light." Those readings informed the banks reweighting across equities and fixed income.

The tactical moves include a greater overweight in ex-U.S. equities - a deliberate step to increase allocations outside the United States - and a more pronounced underweight in U.S. Treasurys. HSBC also kept an overweight position in high-yield credit and in emerging-market debt, and it increased emerging-market exposure across both equities and fixed income.

On regional positioning, HSBC closed its tactical overweight in Japan and removed its underweight in Japanese government bonds. It likewise closed its overweight in U.K. gilts. By contrast, the bank said it has cut Treasurys "to a much deeper UW now." HSBC explained that the overall positioning reflects stronger global cyclical momentum and comparatively brighter prospects for manufacturing-driven markets such as Australia and Sweden.


About the evaluation tool mentioned

The note also referenced a proprietary evaluation framework that assesses HSBC alongside thousands of other companies using over 100 financial metrics and AI-driven analysis. The description states this tool uses machine methods to generate stock ideas and to assess fundamentals, momentum, and valuation without bias. As examples of past outcomes noted in the material, the tool identified Super Micro Computer (+185%) and AppLovin (+157%) as notable winners. The material invites readers to explore whether HSBC is currently featured in any such strategies or if there are alternative opportunities in the same space.

HSBCs latest tactical reweighting emphasizes a pivot away from U.S. sovereign debt and U.S. equities toward markets and instruments the bank believes are better positioned amid improving cyclical indicators and favorable machine-learning signals.

Risks

  • Rapidly changing bearish narratives present an uncertain backdrop - concerns cited include geopolitics, debates over Federal Reserve independence, and speculation about an AI-driven economic downturn; these could influence sentiment in equities and fixed income.
  • Positioning relies on cyclical and machine-learning indicators that, while currently strengthened, could reverse, affecting sectors sensitive to manufacturing and capital expenditure such as industrials and certain export-driven economies.
  • Deeper underweight in U.S. Treasurys increases exposure to interest-rate and liquidity dynamics in other sovereign and corporate debt markets, which could affect fixed income returns.

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