Search Results for: ratio

S&P 500 Selloffs and Recession Duration This chart shows the correlation between the duration of recessions and the severity of S&P 500 selloffs (R² = 0.69). Image: BofA Global Research

Expected Duration of Global Recession This chart suggests the expected duration of the global recession based on survey data. Image: Oxford Economics

High Yield Spreads – Implied Default Ratio vs. Moody’s Forecast High-yield spreads suggest a severe recession similar to the global financial crisis. Default ratio at 16.1% (12m). Image: Swedbank Research

U.S. Real GDP vs. Stock-to-Bond Ratio and Recession This chart shows the correlation between US real GDP and the stock-to-bond ratio, and suggests a recession in the United States. Image: Alpine Macro

S&P 500 and Insider Buy vs. Sell Ratio Insider buying is at its highest level in nine years, as executives are confident their businesses will recover. Image: CNBC

Valuation – Price-to-Sales Ratio and Price-to-Book Ratio for the S&P 500 Index These charts suggest that the S&P 500 Index might have a lot further to fall. Image: Bloomberg

Recession – U.S. Real GDP and Stock-to-Bond Ratio This chart shows the correlation between US real GDP and the stock-to-bond ratio, suggesting a recession. Image: Alpine Macro

S&P 500 Ratio to 200 DMA and ISM Manufacturing PMI As the chart suggests, the S&P 500 is pricing a recession. Image: Deutsche Bank Asset Allocation

Insider Buy vs. Sell Ratio and S&P 500 Insider buying is at its highest level in nine years, but recent history shows that insiders tend to be early in picking the bottom. Image: Bloomberg

Energy and Exploration & Production as Proportion of High Yield Is a market carnage coming? Energy accounts for a significant portion of the U.S. high-yield market, with a share of about 14%. Image: Deutsche Bank