Learn French: Le marché va s'effondrer, nous aurions dû agir. - The market is going to collapse, we should have acted.

It uses the conditionnel passé (past conditional) of the verb devoir (to have to / must). To express a regret like "should have", you take the conditional form of the helping verb (aurions) and add the past participle of devoir (dû).

Why is agir in the infinitive here?

Just like in the present tense where devoir is followed by an infinitive (for example, nous devons agir), it still takes an infinitive in the past conditional. The structure is avoir (in the conditional) + dû + infinitive.

Why does the word dû have a circumflex accent?

The accent distinguishes the past participle of devoir (dû) from the masculine partitive article du (meaning "some"). Note that this accent only appears on the masculine singular form of the past participle; the feminine is simply due without the accent.

Why is there an s' before effondrer?

S'effondrer is a pronominal (reflexive) verb. While the non-reflexive effondrer means to knock something down or demolish it, the reflexive form means that the subject itself is collapsing.