Search Results for: MSCI

Relative Performance of MSCI World Factors In the last two weeks, the shift to value stocks may indicate that investors expect rates to rise. Image: Financial Times

Correlation Between S&P 500 Index and MSCI EAFE Index Since 1997, the high correlation between U.S. and international equity markets suggests that the MSCI EAFE may only offer a slight risk/return benefit as a complement to a U.S. equity portfolio. Image: First Eagle Investment Management, LLC

Median MSCI World Index vs. Its Seasonal Pattern This chart shows when the median MSCI World Index tends to perform better or worse at certain times of the year. Image: J.P. Morgan

MSCI All Country World Index (ACWI) Dividend Yield Less U.S. 10-Year Yield When the spread has been greater than 1%, it has been a good support for the MSCI All Country World Index. Image: Exane BNP Paribas

MSCI All Country World Index (ACWI) – Period of Consolidation Exane is bullish and suggests that the MSCI ACWI might be nearing an end to this period of consolidation. Image: Exane BNP Paribas

Japan Corporate Profits Leads MSCI World EPS This chart suggests that Japan corporate profits leads MSCI World EPS by 7 months. Image: Nordea and Macrobond

MSCI All Country World Index (ACWI) Leads Global GDP This chart suggests that the MSCI All Country World Index (ACWI) leads Global GDP by 6 months. Image: Ken Fisher

MSCI Emerging Markets and South Korea Export Volumes Less export volumes are not good news for emerging markets. Image: Nordea and Macrobond

Global Manufacturing PMI and MSCI World Index The chart shows a pretty good correlation between Global Manufacturing PMI and the MSCI World Index. Stocks and PMI tend to move together. Image: Charles Schwab

Dollar Index vs. MSCI Emerging Markets Relative Performance Interesting chart showing the correlation of -0.89. Emerging markets could soar if the U.S. dollar falls. You may also like “Twin Deficits (% of GDP) Lead Real Trade Weighted Dollar Index by Two Years.” Image: Paolo Cardena