Author: isabelnet

U.S. Share Buybacks and VIX Interesting chart suggesting the relationship between U.S. share buybacks and VIX. Image: Societe Generale Cross Asset Research

Trade War: U.S. State Exports to China The trade war is hurting exports to China across the U.S.. Image: Bloomberg

Markit PMIs Composite and U.S. Real GDP Growth October PMIs suggest a modest U.S. real GDP growth. Image: Danske Bank

U.S. Repo Market and the Fed Interesting chart showing that the Fed is pumping hundreds of billions into the repo market. Image: Bianco Research

Global Debt IIF expects the global debt load to exceed $255 trillion in 2019, largely driven by the United States and China. Image: Institute of International Finance

S&P 500 Capital Allocation – Dividends, Buybacks and Capital Expenditures 2018 corporate tax cut boosted dividends and buybacks, but not capital expenditures. Image: Oxford Economics

Probability of U.S. Recession in 12 Months Based on the Slope of the Yield Curve The yield curve slope suggests odds of a recession in the next 12 months at less than 30% in the U.S., and the continuation of economic expansion. Image: NBF Economics and Strategy

Correlation Between Value and Momentum The correlation between value and momentum is near record lows. Below this level, value outperformed momentum over the next 250 days (77% of the time) since 1986. Image: BofA Merrill Lynch US Equity & US Quant Strategy

Profit Margins of S&P Large Caps and Small Caps Profit margins between small and large caps are widening. Industries with highest concentrations are getting all of the profit margin improvement. Image: Arbor Research & Trading LLC

S&P 500 Earnings So far, S&P500 earnings are not down dramaticaly as in previous bear markets. Image: Quercus TFI S.A.

U.S. Surplus/Deficit As A Percentage of GDP The US federal government’s budget deficit jumps above $1 trillion for the first time over the past 12 months. Image: Bianco Research