S&P 500 Volatility History The stock market crash of 1929, the Black Monday of 1987, the global financial crisis in 2008, and the COVID-19 crisis were the most extreme events. Image: Goldman Sachs Global Investment Research
S&P 500 Comparison to 2000 and 2008 This chart shows the most recent stock market crash compared to the bear markets of 2000 and 2008. Image: Nautilus Research
Volatility – VIX over a Century The stock market crash of 1929, the Black Monday of 1987, the global financial crisis in 2008, and the coronavirus crash were the most extreme events. Image: BNP Paribas
Equity Market Recoveries (Rise in S&P 500 Compared to Its Lows from the Past 500 Trading Days) Historically, the S&P 500 has rallied at least another 10% following a major crash. Image: Nordea and Macrobond
S&P 500 from Record Peaks to a Correction This chart puts the coronavirus crash into perspective. Image: Yahoo Finance
S&P 500 – 1987 vs. 2020 This chart compares the current decline with the 1987 crash. Image: Fidelity Investments
Confidence – S&P 500 and NFIB Headline This chart suggests that confidence is going to crash. Image: Pantheon Macroeconomics
S&P 500 1-Month Volatility History Since 1928 and VIX Since 1990 The stock market crash of 1929, the Black Monday of 1987 and the global financial crisis in 2008 were the most extreme events. Image: Goldman Sachs Global Investment Research
Why a Low or Negative Equity Risk Premium Coincides with a Temporary Market Peak? Because it pushes investors into bonds rather than equities. This was the case in 1973, 1981, 2000, 2007 and 2018 before the market crash. The current equity risk premium is available to our subscribers. Our equity risk premium model has a great 96% correlation with…
Six months ago, the S&P 500 was overvalued by more than 14%… Six months ago, the S&P 500 was overvalued by more than 14% before the market crash, through our advanced stock market valuation model. Near the same level today and within 1% of a record high, the US stock market remains slightly overvalued by 7.8%.…
Why Warren Buffett says that stocks are generally better than bonds? Our equity risk premium model shows when the US stock market return for the next 10 years is more or less attractive than the 10-Year Treasury Note. Since 1970, the 10-year Treasury Note was less attractive than the US stock market over a 10-year…