Category: Blog

Flows into U.S. Sustainable Funds Chart showing that more money flows into U.S. sustainable investment funds. Image: Financial Times

Correlation Between VIX and MOVE The rolling one-year correlation between VIX and MOVE is at the highest level on record. Image: Arbor Research & Trading LLC

The SARS Analog – Virus Outbreaks and Global Markets The chart shows the SARS analog (2002 vs. 2020), highlighting the S&P 500 Index, the MSCI China Index, emerging markets vs. U.S. EPS and the CRB Raw Industrials Index. Image: Fidelity Investments

Consolidated Equity Positioning Equities positioning are at their highest level in two years, as optimistic investors price in a global growth rebound. Image: Deutsche Bank Asset Allocation

China’s Response to the Spread of the Coronavirus This chart puts the spread of the coronavirus into perspective. Image: Gavekal, Macrobond

Global Industrial Cycle and Copper vs. Equities Chart suggesting that copper should outperform equities in a global industrial rebound. Image: Oxford Economics

EUR/USD and Euro Area M3 Chart showing the correlation between the euro-area broad money supply (M3) and EUR/USD (inverted). Image: Morgan Stanley Research

Demographics – World Population since 1400 The United Nations predict that the world’s population will increase from 7.7 billion currently to 9.7 billion in 2050. Image: Deutsche Bank

S&P 500 and Back-to-Back Losses This is one of the longest streaks ever for the S&P 500 without back-to-back losses since 1955. Image: Ryan Detrick, LPL Financial LLC

S&P 500 January-January Price % Changes during Years Associated with Chinese Lunar New Years since 1900 2020 is the year of the rat by the Chinese lunar calendar. This chart shows S&P 500 returns during each of the Chinese lunar years. Image: CFRA, S&P Global

Monthly S&P 500 Seasonality Back to 1928 The monthly seasonality of the S&P 500 could suggest a pause in February. Image: BofA Global Research