Search Results for: equity

Buybacks and Cumulative U.S. Equity Demand by Source Lower equity valuations and higher volatility could reduce buybacks. Image: Goldman Sachs Global Investment Research

Real Yield on U.S. Corporate Bond IG & HY vs. Equity Earnings Yield Real yields on U.S. corporate bonds (IG & HY) exceed equity earnings yield Image: Gavekal, Macrobond

S&P 500 Return Last of Month Based on MTD Bond-Equity Performance Historically, pension fund rebalancing into equities has had a mild impact on performance. Image: Deutsche Bank Asset Allocation

U.S. Equity Market Total Return Volatility and VIX Currently, the monthly volatility of U.S. equities is the highest on record. Image: BofA Global Investment Strategy

U.S. Equity Mutual Funds Flow U.S. equity mutual funds have experienced the biggest drop in asset under management since 2008. Image: Macrobond Financial

Peak to Trough Equity Move Around Past Recessions Historically, the average move in the S&P 500 from peak to trough around past recessions is -32%. Image: J.P. Morgan

U.S. Equity Sentiment Indicator This sentiment indicator shows a decline in equity positioning, but it still remains above previous lows. Image: Goldman Sachs Global Investment Research

Volatility (VIX) and the Equity Risk Premium This chart shows that the equity risk premium tends to move with credit spreads. Image: Fidelity Investments

Consolidated Equity Positioning to the Lowest on Record Equities positioning are at their lowest level on record, as pessimistic investors price in recession risks. Image: Deutsche Bank Asset Allocation

Rates and Equity Volatility (VIX) This chart highlights the significant and sudden spike in rates and equity volatility at 2008/2009 levels. Image: Deutsche Bank Global Research