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  • Apps & Tools
    • LuX Wealth Engine
    • CAPE Ratio App
    • S&P 500 Return Calculator
  • Categories
    • Economics
    • Education
    • Finance
    • Interesting Links
    • Investing
    • Retirement
    • Review
    • Risk Management
    • Uncategorized
  • Stock Market Valuation Dashboard
    • Cyclically Adjusted P/E Ratio
    • Buffet Indicator: Market Cap-to-GDP

Beta and Sharpe Ratio of S&P 500 Stocks (May 2021)

May 14, 2021 No Comments

The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of May 2021 are now available. Beta and Sharpe are

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Bitcoin: An Asset Allocation Perspective

April 1, 2021 3 Comments

It’s no secret that 2021 has started off well for Bitcoin. Having breached a new all time high of $61,788.45 on March 13th it seems

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Beta and Sharpe Ratio of S&P 500 Companies (March 2021)

March 21, 2021 No Comments

The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of January 2021 are now available. Beta and Sharpe are

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Beta and Sharpe Ratio of S&P 500 Companies (February 2021)

February 4, 2021 1 Comment

The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of January 2021 are now available. Beta and Sharpe are

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Monetary Policy is Dead, Long Live Monetary Policy

January 24, 2021 No Comments

Much has been written about the Federal Reserve in recent months. Indeed, much of the discourse has focused on expansion of the Fed’s balance sheet

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Beta and Sharpe Ratio of S&P 500 Companies (January 2021)

January 3, 2021 No Comments

The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of January 2021 are now available. Beta and Sharpe are

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Stock Market Valuation and Volatility with R

January 2, 2021 1 Comment

Building on the work of Robert Shiller, in recent posts I investigated the use of the CAPE ratio to predict future stock market performance and

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Structural Change in Stock Market Valuations

November 21, 2020 1 Comment

In “Stock Market Valuation and the 2020’s in R” I investigated whether the CAPE ratio could forecast the future trajectory of earnings and/or stock returns

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Courtesy of BlockFi

BlockFi Review: The New Savings Account

November 12, 2020 1 Comment

It’s a bad time to be a good saver. Banks are flush with cash and simply not willing to pay you for your deposits. In

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Stock Market Valuation and the 2020’s in R

October 25, 2020 7 Comments

I’ve been thinking about valuations a lot lately. If you’ve been following the stock market in recent months, then you will doubtlessly be aware that

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