S&P 500 Equity Risk Premium

S&P 500 Equity Risk Premium Falling uncertainty and an improvement in growth expectations should compress the equity risk premium. Image: Goldman Sachs Global Investment Research

Implied Volatility Risk Premium

Implied Volatility Risk Premium The volatility risk premium has increased since May and remains high. Image: Deutsche Bank Asset Allocation

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

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