Search Results for: S&P 500 future

U.S. 10-Year Real Rate Leads S&P 500 Future Chart suggesting that the U.S. 10-year real rate leads the S&P 500 future by 22 days. Picture source: Nordea and Macrobond

S&P 500 Futures – Massive Pre-market Fear Since 1982 Since 1982, there have been two time periods of this massive pre-market fear: in 2002 and 2008, during the bear market. Picture source: Sentimentrader

“Real Fed Rates Are the Most Accurate Predictor of Future S&P 500 Volatility,” Says SocGen SocGen says it is the most accurate predictor of S&P 500’s volatility over the last 50 years. Should investors be nervous about rising real interest rates? Yes, higher real interest rates mean higher borrowing costs. Real Fed funds rate is…

Can History Help Us Predict the Future of the S&P 500? When the S&P 500 hits all-time high and AAII Investor Sentiment Survey bulls is below 35%, then 88% of the time the S&P 500 is positive one year later (1986-2019). Picture source: SentimenTrader

S&P 500 Earnings and U.S. Capital Spending This chart shows that U.S. core capital spending is near a 20-year high. Are fears that U.S. companies may be curtailing spending plans overblown? Keep in mind that the absence of dividend cuts also suggests that U.S. companies are confident in their future earnings potential. Picture source: Leuthold Group

Spread Between 10-ROC of S&P 500 and Treasury Bonds This interesting chart shows a 10 trading day rate-of-change (ROC) for the SP500 and for near-month Treasury bond futures prices. A price low is forming now. Picture source: McClellan Financial Publications, Inc.

S&P 500 PE Level vs. Average 12-month Return The chart shows how market valuation affects future equity returns since 1930. You may also like “Why the Stock Market Valuation Matters Before a Recession?“ Picture source: Richardson GMP

What Happens If the S&P 500 Index Is Green the First Four Months since 1950? Well, if history helps us to predict the future, the rest of year is higher 14 out of 15 times. The median pullback is -9.4%. Picture source: LPL Financial LLC

10-Year Treasury minus 1-Year Treasury Yield Spread vs. S&P 500 Returns If history helps us to predict the future, the 10y-1y treasury yield spread suggests low returns ahead for U.S. stocks. After 10 years of a bull market, our stock market forecasting model also shows that the market follows a different path in 2019. Statistically,…

S&P 500 Forward Performance +6 Months Following New All-Time High Since 1950 If history can help us to predict the future, there are major falls 5% of time, further gains 82% of time and major gains 21% of time. Not so bad. Picture source: Strategas