S&P 500 Equity Risk Premium (ERP)

S&P 500 Equity Risk Premium (ERP) Goldman Sachs forecasts the ERP will fall to 4.6% this year and 4.3% in 2022. Image: Goldman Sachs Global Investment Research

S&P 500 Equity Risk Premium (Using Breakevens)

S&P 500 Equity Risk Premium (Using Breakevens) Today, the S&P 500 equity risk premium is much lower than it was in March 2020. Is a drawdown on the horizon? Image: Morgan Stanley Research

Global Market Implied Equity Risk Premiums

Global Market Implied Equity Risk Premiums Equity risk premiums are still elevated. An improvement in growth expectations and falling uncertainty should compress ERPs. Image: Goldman Sachs Global Investment Research

U.S. Equity Risk Premium and VIX

U.S. Equity Risk Premium and VIX The U.S. equity risk premium remains above its long-term average, but the risk-adjusted return of equity has dropped below its long-term avearge this year. Image: Societe Generale Cross Asset Research/Global Asset Allocation