Search Results for: correlation

Inflation and Equity/Bond Correlation Investors are watching inflation very closely. When inflation is high, the equity/bond correlation tends to turn positive. Image: Goldman Sachs Global Investment Research

Correlation Between U.S. 10-Year Treasury Note Yields and the S&P 500 Will the negative correlation between U.S. 10-year Treasury note yields and the S&P 500 persist this time? Image: Arbor Research & Trading LLC

U.S. Stocks – Average Stock Correlation in the S&P 500 It is a market of stocks rather than a stock market, as the average stock correlation in the S&P 500 has fallen significantly. Image: Gavekal, Macrobond

1-Year Correlation – S&P 500 vs. U.S. Dollar Index How long will the negative correlation between the S&P 500 and the U.S. dollar persist? Image: Morgan Stanley Research

Bitcoin Correlations with Asset Classes Bitcoin is positively correlated with equities and commodities. Should more investors add Bitcoin to their portfolio? Image: BofA Global Research

Stocks – Sector Correlations vs. Intrasector Stock Correlations The fact that stocks are more differentiated than sectors bodes well for stock pickers. Image: BofA US Equity & Quant Strategy

12-Month Rolling Correlation Between U.S. Treasury Yields and S&P 500 Should investors expect a negative stock-bond correlation? Image: BCA Research

S&P 500 Correlation with Bond Yields The S&P 500 and U.S. 10-year breakeven inflation have been very positively correlated. Image: Goldman Sachs Global Investment Research

Rolling 10-Year Correlation of Real S&P 500 EPS Growth vs. Real U.S. and Global GDP Growth Real S&P 500 EPS growth tends to be more correlated to global than U.S. GDP growth. Image: BofA US Equity & Quant Strategy

One-Year Correlation – Oil vs. U.S. Consumer Price Index (Inflation) When oil jumps in price, it tends to increase the cost of goods. Image: Morgan Stanley Wealth Management