Earnings Surprises of S&P 500 Companies

Earnings Surprises of S&P 500 Companies To date, 60% of S&P 500 companies have beaten Q3 earnings estimates by 1 standard deviation, and 10% have missed estimates. Image: Goldman Sachs Global Investment Research

Length of U.S. Recessions

Length of U.S. Recessions This chart puts into perspective the length of U.S. recessions, before and after the Fed. Image: Ritholtz Wealth Management LLC

Bitcoin Volatility

Bitcoin Volatility The price of Bitcoin exhibits high volatility persistence. Has Bitcoin failed as a means of payment and store of value? Image: Financial Times

VIX and MOVE Rolling Correlation

VIX and MOVE Rolling Correlation Periods of high correlation between safe and risk assets are generally not good for balanced portfolios, because diversification is hard to find. Image: Arbor Research & Trading LLC

Yield Curve and Banks

Yield Curve and Banks A steeper yield curve helps banks to borrow more cheaply and lend at higher rates of interest. Image: Morgan Stanley

S&P 500 Value Index at All-Time High

S&P 500 Value Index at All-Time High Historically, when the S&P 500 Value Index made a new all-time high for the first time in 200+ days, it went higher 6 months later. Image: Sentimentrader

Asset Class Returns in YTD 2019

Asset Class Returns in YTD 2019 The S&P 500 Index, US Treasury bonds, gold and crude oil are all positive this year. This situation is quite rare. It never happened before, to have them all…

S&P 500 Employees

S&P 500 Employees Why S&P 500 companies aren’t so American? A large portion of S&P 500 employees works abroad. Image: Deutsche Bank Global Research