S&P 500 Equity Risk Premium (Using Breakevens)

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

Global Equity Risk Premium

Global Equity Risk Premium The global equity risk premium does not show a high excess equity return over global government bonds. Image: BofA Global Investment Strategy

S&P 500 Equity Risk Premium and Long-Term Average

S&P 500 Equity Risk Premium and Long-Term Average The S&P 500 equity risk premium is slightly higher than the long-term average of 280 bps, but well below the 436 bps average since the Great Financial Crisis. Image: Morgan Stanley Wealth Management

S&P 500 Equity Risk Premium (ERP)

S&P 500 Equity Risk Premium (ERP) Goldman Sachs forecasts the ERP will fall to 4.6% this year and 4.3% in 2022. Image: Goldman Sachs Global Investment Research

Global Market Implied Equity Risk Premiums

Global Market Implied Equity Risk Premiums Equity risk premiums are still elevated. An improvement in growth expectations and falling uncertainty should compress ERPs. Image: Goldman Sachs Global Investment Research

U.S. Equity Risk Premium and VIX

U.S. Equity Risk Premium and VIX The U.S. equity risk premium remains above its long-term average, but the risk-adjusted return of equity has dropped below its long-term avearge this year. Image: Societe Generale Cross Asset Research/Global Asset Allocation

S&P 500 Equity Risk Premium

S&P 500 Equity Risk Premium Falling uncertainty and an improvement in growth expectations should compress the equity risk premium. Image: Goldman Sachs Global Investment Research