Search Results for: liquidity

Central Bank Liquidity and “Big Tech” Market Capitalizations Could QE tapering end the tech bull market? Image: BofA Global Investment Strategy

S&P 500 Annual % Change vs. Liquidity Measure With excess liquidity shrinking, should investors expect the S&P 500 to perform poorly in 2022? Image: Real Investment Advice

Liquidity and Solvency Risk Indices Liquidity and solvency risk indices remain low, which is good news for stocks. Image: Arbor Research & Trading LLC

S&P 500 E-mini Futures Market Depth (Liquidity) S&P 500 E-mini futures market liquidity is weakening. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research

Liquidity Indicator and U.S. Recessions Liquidity remains an interesting indicator of the state of the U.S. business cycle. Image: Longview Economics

U.S. Excess Liquidity (M2 Minus Nominal GDP) and S&P 500 P/E Ratio (Leading Indicator) U.S. excess liquidity (M2 minus nominal GDP) tends to lead the S&P 500 P/E ratio by 6 months. Image: Nordea and Macrobond

FMS Investors – Net % Rate Liquidity Conditions as Positive FMS investors are optimistic, as liquidity conditions look the easiest since July 2007. Image: BofA Global Fund Manager Survey

U.S. Market Liquidity – 3-Day Rolling E-mini Future Median Top-of-Book Depth and Width U.S. market liquidity is improving. Image: Goldman Sachs Global Investment Research

VIX vs. Liquidity (S&P 500 Futures Depth) Should investors expect the market depth to increase, as VIX and liquidity are highly negatively correlated? Image: J.P. Morgan

MSCI World YoY vs. VP Global Excess Liquidity (Leading Indicator) Global excess liquidity tends to lead the MSCI World Index by 12 months. Image: Variant Perception Research