Average Forward S&P 500 Returns Following Large Declines in U.S. Equity Sentiment Indicator Historically, sharp declines in the U.S. equity sentiment indicator have often preceded positive strong stock market performance in the following weeks. Image:…

Median 2-Week S&P 500 Returns Bulls have reason for optimism, as the S&P 500 has historically exhibited positive performance trends during the final two weeks of March since 1950. Image: Goldman Sachs Global Investment Research

Valuation – MSCI World 12-Month Forward PE The current global stock market valuation, with a 12-month forward P/E ratio of 17.2, is relatively high compared to its 20-year median. Image: Goldman Sachs Global Investment Research

Risk Parity Model Portfolio Weights In risk-parity strategies, the equity allocation currently sits below the median at the 36th percentile, reflecting concerns about market conditions and a preference for safer assets. Image: Deutsche Bank Asset…

S&P 500 – Margin Debt Expansion vs. Contraction Margin debt has surged to concerning levels, entering a “danger zone”. A powerful signal of impending market turbulence is a downturn in this indicator, which has recently…

Foreign Investor Ownership Share of U.S. Equity Market Foreign investor holdings of U.S. stocks have reached an unprecedented 18%, setting a new record. However, upcoming trade policy shifts and global economic uncertainties could impact future…

ISABELNET Cartoon of the Day The S&P 500’s 0.51% increase last week hasn’t dampened bears’ endless pessimism. Meanwhile, bulls are too busy debating whether to invest in glitter or confetti for the next big rally!…

CTAs Exposure to Equities With CTA equity allocation at the 38th percentile, below the median level, this could be seen as a potentially bullish signal for equities. It suggests room for increased buying if sentiment…

Foreign Ownership of U.S. Equities by Region European investors, major holders of U.S. stocks, could impact valuations if trade tensions rise, potentially shifting focus to European markets benefiting from fiscal stimulus and increased defense spending.…

S&P 500 Annualized Return per Day The S&P 500 has been up the past four Fridays, a trend that is particularly encouraging as it indicates sustained investor optimism and confidence in maintaining positions over the…

Valuation – Magnificent Seven Forward P/E Despite their market dominance, the Magnificent Seven stocks have experienced a significant decline, now trading at a collective P/E ratio of 25x. Image: Goldman Sachs Global Investment Research