Search Results for: fair value

U.S. 10-Year Treasury Yield and Fair Value Model How much lower can bond yields go before they bottom? Image: Alpine Macro

S&P 500 “Fair Values” According to ISM Levels If the ISM drops to 50 by the end of 2021, the “fair value” of the S&P 500 would be 3730. Image: Nordea and Macrobond

Real Effective U.S. Dollar and Fair Value Is the recent weakness of the U.S. dollar the beginning of a large move? Image: Alpine Macro

U.S. Dollar Index and Purchasing Power Parity Fair Value According to the measure of Purchasing Power Parity fair value, the U.S. dollar remains overvalued. Image: BCA Research

Small Caps Valuation – Russell 2000 “Fair Value” Is the massive outperformance of small caps coming to an end? Image: Morgan Stanley Research

Actual and Fair Value Estimate of the S&P 500 Index Level The fair value model from J.P. Morgan sees upside for the S&P 500 in 2021. Image: J.P. Morgan

U.S. 10-Year Treasury Fair Value Adjusted for QE A potential “blue wave” could add fuel to the bear steepening in the U.S. Treasury curve. Image: Oxford Economics

U.S. Dollar Index vs. Medium-Term Fair Value The U.S. dollar continues to be below medium-term fair value levels over the business cycle. Image: BofA Global Research

U.S. 10-Year Yield vs. GDP + CPI Model Fair Value Are higher Treasury yields coming, as suggested by this model? Image: TS Lombard

Valuation – U.S. 10-Year Treasury Yield vs. Fair Value Chart suggesting that U.S. 10-year Treasuries are extremely overvalued. Image: BCA Research