Search Results for: 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 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

S&P 500 Equity Risk Premium and S&P Bear/Base/Bull Targets Morgan Stanley raises its year-end S&P Bear/Base/Bull targets to 2500/3000/3250, as the equity risk premium could quickly disappear. Image: Morgan Stanley Research

U.S. Equity Risk Premium – Long-Term View This chart suggests that U.S. equities look attractive relative to bonds. Image: Topdown Charts

S&P 500 – Equity Risk Premium This chart suggests that the S&P 500 looks attractive relative to bonds. Image: SunTrust Private Wealth Management

Volatility (VIX) and the Equity Risk Premium This chart shows that the equity risk premium tends to move with credit spreads. Image: Fidelity Investments

S&P 500 Equity Risk Premium The equity risk premium has increased significantly, while the 10-year Treasury yield has fallen. Image: Morgan Stanley Research

Average 12-Month Forward S&P 500 Returns by Equity Risk Premium Tranche According to the chart, the current equity risk premium suggests strong gains in the S&P 500 over the next 12 months. Image: SunTrust Private Wealth Management

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