Tag Archives: Daily Dashboard
Bye Bye Bull Market: Reaction to Coronavirus
The last few weeks have definitely felt like a “where were you when…?” moment as coronavirus fears spread around the world and many people’s day-to-day lives have been disrupted. Amid the anxiety and disruption, global financial markets nosedived, sending all major equity indices tumbling, VIX® soaring to levels not seen since the financial crisis, and…
- Categories Equities, S&P 500 & DJIA
- Other Tags
A Little Bit of Low Vol Can Go a Long Way
The fourth quarter of 2018 was pretty turbulent for global equities. Volatility and correlations rose, the majority of the S&P Global BMI’s 48 country constituents declined by double digits, recent darlings among factor strategies (momentum and growth) lagged, and the S&P 500’s 13.52% quarterly plunge left the benchmark with its first calendar-year loss in a…
Value Versus Growth: A Sector Perspective
One of the most persistent trends over the last decade has been the underperformance of value compared to growth. The S&P 500 Growth beat its Value counterpart in eight of the last ten full calendar years, and growth is currently on track to outperform in 2018 (you can find year-to-date figures on page four of our…
- Other Tags
Momentum Bubble Deflating?
Yesterday’s decline in the U.S. and global stock markets is striking not simply because of its magnitude but also because it represents a radical reversal of factor returns from the first three quarters of 2018. Readers of our quarterly factor dashboard will recognize this graph, which shows the total return of the S&P 500 and…
- Categories Equities, S&P 500 & DJIA, Strategy
- Other Tags
Musings of a Market Commentator
The S&P DJI index strategy team has for several years produced a variety of monthly and quarterly index dashboards. Earlier this year, we began to provide a daily summary of what S&P DJI indices and research are telling us about the markets on a day-to-day basis. (The summary is e-mailed daily to subscribers; see the…
- Other Tags