Search Results for: correlation

S&P 500 – Cross-Asset Correlations So far, the S&P 500 remains inversely correlated with the U.S. dollar and positively correlated with U.S. 10-year bonds. Image: Goldman Sachs Global Investment Research

MSCI All Country World Index and Global Pairwise Stock Correlations The bear market bottom is probably not yet in, as stock correlation is higher at global market bottoms. Image: Morgan Stanley Wealth Management

S&P 500 Industry Group Return Macro Correlations Should investors still favor defensive value? Image: Stifel

180-Day Rolling Correlation Between Bitcoin and the S&P 500, Nasdaq 100, Gold and U.S. Dollar The price of Bitcoin remains positively correlated to U.S. stocks. Image: BofA Global Research

Correlation Between Commodities and the U.S. Dollar Normally, there is an inverse correlation between commodity prices and the U.S. dollar. Image: The Daily Shot

Bitcoin – Correlation Between Equities and Cryptocurrencies The S&P 500 and Bitcoin are increasingly correlated. Image: Goldman Sachs Global Investment Research

The Long-Term Correlation Between U.S. Stocks and U.S. Interest Rates Rising interest rates tend to have a negative effect on earnings and the stock market. Image: Real Investment Advice

Correlation Between Cyclically Adjusted P/E and Forward Returns The current Shiller P/E suggests that U.S. equity investors should expect anemic returns over the next 10 years. Image: Goldman Sachs Global Investment Research

Gold vs. U.S. 10-Year Real Yields and U.S. Dollar Index – 3-Month Correlation of Weekly Return Generally, U.S. 10-year real yields and the U.S. dollar are negatively correlated with the price of gold. Image: Goldman Sachs Global Investment Research

5-Year Rolling Correlation Between S&P 500 TTM EPS YoY vs. China Nominal GDP and U.S. Nominal GDP China’s economic growth slowdown suggests trouble ahead for the S&P 500. Image: BofA US Equity & Quant Strategy

Correlation Patterns Across Macro Assets – Relationship with Growth-Driven Inflation vs. Relationship with Adverse Inflation Should investors expect reflationary dynamics to dominate? Image: Goldman Sachs Global Investment Research