Search Results for: S&P 500

S&P 500 and Manufacturing PMI Will PMIs continue to head lower and drive the S&P 500 down? Image: Morgan Stanley Research

S&P 500 Total Return Index (Real Annual Returns) The real S&P 500 is on course for the worst annual drop since 1872. Image: BofA Global Investment Strategy

S&P 500 Index Midterm Returns After Two Consecutive Negative Quarters During the midterm year, two consecutive negative quarters tend to lead to negative average returns one and two quarters out. Image: BofA Global Research

Short Interest as % of Market Capitalization S&P 500 Median Median S&P 500 short interest is rising but remains low at 1.7%. Image: Goldman Sachs Global Investment Research

Volatility – S&P 500 Spot Price and VIX Index The VIX remains below early 2022 peaks, despite the sell-off. Image: Goldman Sachs Global Investment Research

ISM Manufacturing Index vs. S&P 500 Index This chart shows the correlation between the ISM manufacturing index and the S&P 500 index year-over-year percent change, since 2011. The U.S. ISM Manufacturing Index decreased to 53% in June. Click the Image to Enlarge

S&P 500 and Leveraged Long vs. Short ETF Volumes The degree of activity in leveraged long vs. short U.S. equity ETFs has collapsed. Image: Topdown Charts

S&P 500 Earnings Estimates Morgan Stanley expects S&P 500 earnings per share of $225 in 2022 and $236 in 2023. Image: Morgan Stanley Wealth Management

S&P 500 Index and 3-Year Moving Average The S&P 500 will likely break below its 3-year moving average, as recession fears mount. Image: BCA Research

Valuation – S&P 500 FY2 P/E Ratio and 10-Year Real U.S. Treasury Yield U.S. 10-year real yields help explain the valuation of the S&P 500. Image: Goldman Sachs Global Investment Research