Cross Asset Momentum Breadth

Cross Asset Momentum Breadth Risk-on is still strong. Are investors too optimistic? Image: Deutsche Bank Asset Allocation

S&P 500 and Composite Momentum Indicator

S&P 500 and Composite Momentum Indicator This chart suggests that the composite momentum indicator exposes investors to the risk of a short-term correction. Image: BCA Research

Coronavirus Momentum

Coronavirus Momentum This chart suggests that the coronavirus momentum may fade next week, as the daily new coronavirus cases outside of China resemble the Chinese outbreak with a lag of one month. Image: Nordea and Macrobond

Momentum Signal Across Asset Classes

Momentum Signal Across Asset Classes Momentum signals across all asset classes have flipped to extreme risk-off. Image: Deutsche Bank Asset Allocation

Momentum to Value Rotation

Momentum to Value Rotation The rotation into value suggests a rebound in global economic growth, not a recession. Image: BofA Merrill Lynch US Equity & US Quant Strategy

Correlation Between Value and Momentum

Correlation Between Value and Momentum The correlation between value and momentum is near record lows. Below this level, value outperformed momentum over the next 250 days (77% of the time) since 1986. Image: BofA Merrill Lynch US Equity & US Quant Strategy