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

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