Search Results for: risk premium

S&P 500 Equity Risk Premium and Yield Gap U.S. equities remain attractively valued relative to bonds. Image: Goldman Sachs Global Investment Research

Equity Risk Premium – S&P 500 Cyclically-Adjusted Earnings Yield and 10-Year Treasury Yield The equity risk premium suggests that U.S. equities remain attractive relative to bonds. Image: Alpine Macro

S&P 500 Equity Risk Premium – Equities vs. Bonds The S&P 500 equity risk premium suggests that equities remain attractive relative to bonds. Image: Goldman Sachs Global Investment Research

S&P 500 Equity Risk Premium and VIX The equity risk premium is sensitive to changes in the VIX. Image: Morgan Stanley Research

Equity Risk Premium – MSCI Emerging Markets Index The EM equity risk premium is high, suggesting plenty of room for further gains. Image: Morgan Stanley Wealth Management

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) 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

S&P 500 Equity Risk Premium – Consensus Bottoms Up Earnings Yield – 10-Year Treasury Yield As low real yields are driving investors to equities, could stocks continue to rise if the equity risk premium falls to 3%? Image: Morgan Stanley Research

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 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