Tag Archives: equity risk premium
Even Smarter Beta in South Africa? – Diversifying and Optimizing
The equity risk premia from factors (such as quality, momentum, and low volatility) have been widely accepted and adopted by investment practitioners across the globe and South Africa alike. The belief by many is that exposure to these risk factors, in addition to the market, could reward investors over the long term. While the long-term…
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Where May Equities Go From Here?
February ended the longest historical monthly winning streak of 15 months for the S&P 500 (TR) that lost 3.7%. On a total return basis for the month, 10 of 11 sectors lost, which has only happened in 12 of 342 months or 3.5% of the time (all 11 lost together in 13 months for a…
- Categories Equities, Fixed Income, S&P 500 & DJIA
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It May Not Be Time To Fear Stocks Yet, But Perhaps Real Estate
Euphoria seems to be taking over the stock market with frequent stories of new highs – but what is more important is how strong the stock market performance is relative to the bonds. Month-to-date through Jan. 18, 2018, the S&P 500 is outperforming the S&P 500 Bond Index by 3.8%, the most since Dec. 2016, when…
- Categories Equities, S&P 500 & DJIA
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Energy Stocks and Bonds Say Oil May Have Bottomed
Last week, the S&P GSCI Crude Oil gained 9.7% in one of its best weeks (24/1501) in history since 1987. It was the second best week in 2015, following its gain of 11.8% in the last week of Aug. Historically, with the exception of the bottom in 1988, there have been greater than 2 weeks of spikes bigger than…
- Categories Commodities, Equities, Fixed Income
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- Commodities, Equities, Fixed Income
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