Search Results for: return

% Positive All Commodities Commodities are back in a big way. The % of commodities producing positive year-over-year returns has jumped to 55%. Image: Arbor Research & Trading LLC

BofA Sell Side Indicator The BofA’s Sell Side Indicator suggests no euphoria and equity returns of 12% over the next 12 months, putting the S&P 500 at 3,629 by year-end. Image: BofA Global Research US Equity & Quant Strategy

Annual Net Hedge Fund Openings Hedge funds are on track to record more closures than launches for the fifth consecutive year, due to mediocre returns and high fees. Image: Bloomberg

Asset Class and Sharpe Ratio Since 1990 The sharpe ratio is a measure of risk-adjusted return. This year, major asset classes have a positive and high sharpe ratio. Image: Arbor Research & Trading LLC Click the Image to Enlarge

No One Loses Money in China? That’s pretty curious. Very few Chinese companies appear to have a negative return on equity (ROE) compared to NYSE listed firms. Image: Wind Information

Wage Growth vs. Fed Funds Target Rate and S&P 500 High wage growth and accomodative monetary policy suggest a return to the sweet spot for the S&P 500. Image: Topdown Charts

Sharpe Ratio for the S&P 500 U.S. stocks have had the best decade since the 1950s. The sharpe ratio is a measure of risk-adjusted return. Image: Bloomberg

Multiple Expansion – Year-Over-Year Change in the S&P 500 Forward P/E Since the beginning of the year, the multiple expansion explains the S&P 500 return. Historically, S&P multiples contract or remain flat following years of big multiple expansion. Image: BofA Merrill Lynch US Equity & US Quant Strategy

Cumulative Market Cap Growth vs. Cumulative Executed U.S. Buybacks Through the current cycle, U.S. buybacks have returned about $5.5 trillion to shareholders. Image: J.P. Morgan US Equity Strategy & Global Quantitative Research

Global Equity Flows A lot of investors are chasing returns, driving stocks higher. Image: Deutsche Bank Asset Allocation