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
Bitcoin – S&P 500 Futures Correlation Bitcoin’s correlation with S&P 500 futures is growing Image: The Daily Shot
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