S&P 500 Equity Risk Premium and Yield Gap

S&P 500 Equity Risk Premium and Yield Gap The S&P 500 equity risk premium remains high at 6% and above its historical average. Image: Goldman Sachs Global Investment Research

Valuation of Risk Assets (Survey)

Valuation of Risk Assets (Survey) The results of a survey of 800 global investors show that risk assets are generally viewed as expensive. Image: Deutsche Bank Research

Risky vs. Safe Assets Fund Flows

Risky vs. Safe Assets Fund Flows Risky vs. safe assets fund flows are back to neutral. Image: Goldman Sachs Global Investment Research

VIX (Volatility) and Implied Equity Risk Premium

VIX (Volatility) and Implied Equity Risk Premium The risk of a correction is rising, as the implied equity risk premium is now below what the VIX would suggest. Image: Fidelity Investments

S&P 500 Equity Risk Premium – 2020 vs. 2009

S&P 500 Equity Risk Premium – 2020 vs. 2009 Same equity risk premium in March 2020 as March 2009, but 30% higher P/E thanks to the level of rates. Image: Morgan Stanley Research