Author: isabelnet

Stock Market Strength vs. Volatility 2022 starts to smell like 2008. Are U.S. stocks in a secular bear market? Image: Willie Delwiche

Credit – Euro Real Estate IG Bond Spread The risk of a credit event has increased significantly this year. Image: BofA Global Investment Strategy

S&P 500 E-mini Futures Market Depth (Liquidity) S&P 500 E-mini futures market liquidity remains weak. Lack of liquidity tends to lead to violent market moves. Image: Goldman Sachs Global Investment Research

Housing – U.S. Existing Homes Sales U.S. home prices don’t go up forever. Image: The Daily Shot

Crude Oil WTI Will oil prices continue to fall as recession fears mount? Image: The Daily Shot

Valuation – S&P 500 Trailing Price to Earnings Ratio vs. YoY Change in CPI Will inflation continue to hurt S&P 500 returns? Image: BofA US Equity & Quant Strategy

Volatility – SKEW Index The SKEW Index continues to decline. Image: The Daily Shot

FMS Investors and Risk Level Risk taking by FMS investors is at record low level. Image: BofA Global Fund Manager Survey

Inflation – Annualized 6-Month Headline CPI Change Has U.S. headline CPI inflation finally peaked? Image: BofA Global Investment Strategy

Credit Risks The strong U.S. dollar increases the risk of a credit event Image: BofA Global Investment Strategy

Aggregated U.S. Equity Futures Positions vs. ISM Manufacturing The correlation between aggregated U.S. equity futures positions and the U.S. ISM manufacturing is strong. Image: Deutsche Bank Asset Allocation