Search Results for: momentum

Cross Asset Momentum Breadth Risk-on is still strong. Are investors too optimistic? Image: Deutsche Bank Asset Allocation

S&P 500 and Composite Momentum Indicator This chart suggests that the composite momentum indicator exposes investors to the risk of a short-term correction. Image: BCA Research

Coronavirus Momentum This chart suggests that the coronavirus momentum may fade next week, as the daily new coronavirus cases outside of China resemble the Chinese outbreak with a lag of one month. Image: Nordea and Macrobond

Momentum Signal Across Asset Classes Momentum signals across all asset classes have flipped to extreme risk-off. Image: Deutsche Bank Asset Allocation

Global Equity Market Sentiment Index vs. Global Economic Growth Momentum If the global equity market sentiment index remains below zero, it could suggest a slowdown in economic momentum. Image: Nomura

Momentum to Value Rotation The rotation into value suggests a rebound in global economic growth, not a recession. Image: BofA Merrill Lynch US Equity & US Quant Strategy

Correlation Between Value and Momentum The correlation between value and momentum is near record lows. Below this level, value outperformed momentum over the next 250 days (77% of the time) since 1986. Image: BofA Merrill Lynch US Equity & US Quant Strategy

Valuation – Value vs. Momentum Stocks Chart suggesting that value stocks are currently very cheap vs. momentum stocks. The relative forward P/E of value vs. momentum is at two standard deviations below the average. Image: BofA Merrill Lynch US Equity & Quant Strategy

Leveraged Fund Positions in NASDAQ-100 Futures Bears are piling into Nasdaq‑100 futures. Short positions have surged 35% since mid‑June and are now near record levels, setting up a sharp squeeze if momentum turns. Image: Goldman Sachs Global Investment Research

Sector Fund Flows Over the past 12 months, investors have piled into tech funds on the back of AI fever, chip strength and improving earnings outlooks. Can the momentum hold? Image: Deutsche Bank Asset Allocation

U.S. Real GDP Growth Goldman Sachs sees little sign of the U.S. economy losing momentum, forecasting growth of 2.2% in 2026 and 2.3% in 2027, slightly above consensus, as the labor market remains resilient. Image: Goldman Sachs Global Investment Research