It goes without saying that 2022 has been a difficult year across markets. Investors have had to contend with an inflationary bear market for which
After a rather long hiatus the sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of March 2022 are now
I. Introduction Due diligence for hedge funds presents a unique set of challenges for analysts and asset allocators. Funds often have significant discretion to invest
Introduction While the holiday season has long been regarded as a time of excess, folks this year are bracing for another challenge besides annual waistline
In another world, seemingly long ago (i.e., January of 1990) the yield on the 10-Year Treasury was 8.20% while the dividend yield on the S&P
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
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
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
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
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