Search Results for: equity risk premium

S&P 500 Equity Risk Premium and VIX The equity risk premium is sensitive to changes in the VIX. Image: Morgan Stanley Research

S&P 500 Equity Risk Premium vs. U.S. Agg OAS Spread to Treasuries The S&P 500 equity risk premium remains too low relative to IG credit spreads. Image: Morgan Stanley Research

Markets – Equity Risk Premium and Real 10-Year U.S. Treasury Yield The similarities between today and the tech bubble make BofA bearish on 2022. Image: BofA US Equity & Quant Strategy

S&P 500 Equity Risk Premium – Equities vs. Bonds The S&P 500 equity risk premium is expected to decline through 2022. Image: Goldman Sachs Global Investment Research

Sensitivity of S&P 500 to U.S. 10-Year Treasury Yield and Equity Risk Premium (ERP) The 4700 year-end target for the S&P 500 index assumes ERP of 4.8% and U.S. Treasury yield at 1.6%. Image: Goldman Sachs Global Investment Research

Equity Risk Premium – 12-Month Forward Earnings Yield Minus Real 10-Year Government Bond Yield The Equity Risk Premium has increased over the last few months. Image: BCA Research

S&P 500 Equity Risk Premium and Yield Gap U.S. equities remain attractively valued relative to bonds. Image: Goldman Sachs Global Investment Research

S&P 500 Equity Risk Premium and Real 10-Year Rates Will the S&P 500 equity risk premium rise further? Image: Morgan Stanley Research

S&P 500 Valuation – Blended P/E Ratio and Equity Risk Premium Should investors take a cautious approach to U.S. equities as the S&P 500’s P/E ratio remains elevated? Are investors compensated enough for the risk of owning U.S. equities rather than bonds? Image: Topdown Charts

S&P 500 Equity Risk Premium (Using Breakevens) The S&P 500 equity risk premium remains much lower than it was in March 2020. Is a drawdown on the horizon? Image: Morgan Stanley Research