Search Results for: momentum

Risk Appetite Indicator Level and Momentum Factors The GS risk appetite indicator remains significantly in positive territory. Image: Goldman Sachs Global Investment Research

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

Relative Forward P/E of Value vs. Momentum Is it time for investors to favor value stocks? Image: BofA US Equity & Quant Strategy

Cross-Asset Momentum Indicator (Risk-On Cross Asset Breadth) The cross-asset momentum indicator has turned negative. Image: Deutsche Bank Asset Allocation

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

Global Equity Market Sentiment Index vs. Global Economic Growth Momentum If the global equity market sentiment index remains below zero, it could suggest a slowdown in economic momentum. Image: Nomura

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 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