S&P 500 Equity Risk Premium: Earnings Yield Minus 10-Year Treasury Yield Chart suggesting that the S&P 500 equity risk premium looks attractive. Image: SunTrust Private Wealth Management
S&P 500 Next Twelve Month Equity Risk Premium Chart suggesting that the S&P 500 NTM equity risk premium remains well above its long-term average. Image: Morgan Stanley Research
Risky Assets Performance and Global Manufacturing PMI Interesting chart suggesting that risky assets are currently following the typical path when global growth is bottoming. Image: J.P. Morgan Asset Management
Upside and Downside Risks to the Growth Outlook – SG White & Black Swan Chart The SG swan chart shows upside and downside risks to growth forecasts on a one-year horizon. Image: Societe Generale Cross Asset Research
Rotation from Safe to Risky Assets The market is rotating. The chart clearly shows the big rotation taking place from “safe” to “risky” assets since mid-August 2019. Image: Goldman Sachs Global Investment Research
Goldman Sachs Risk Appetite Indicator The Goldman Sachs Risk Appetite Indicator turned positive, suggesting risk-on sentiment resumes. Image: Goldman Sachs Global Investment Research
U.S. Dollar and S&P 500 Equity Risk Premium Higher bond yields reduce the S&P 500 equity risk premium, which weakens the U.S. dollar. Image: Morgan Stanley Research
Risk-Adjusted Returns Across the Treasury Strips Curve The distribution of strong returns across the Treasury curve has become very tight. Historically, this marks the beginning of the end. Image: Arbor Research & Trading LLC
GS Bear Market Risk Indicator Goldman Sachs’s bear market risk indicator is still at a high level. Above 60 percent, it suggests that investors should be cautious on the market. A blue line shows a bear market and/or a recession. Image: Goldman Sachs
Housing Bubble Risk Munich is the city with the highest risk of a housing bubble developing, followed by Toronto, Hong Kong and Amsterdam. Image: Statista
