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
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
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
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of October 2020 are now available. Beta and Sharpe are
As the ultimate store of value, gold has appreciated substantially over the past 18 months; rallying from ~$1,300 in March 2019 to $1,954 on September
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of September 2020 are now available. Beta and Sharpe are
A common problem when evaluating a portfolio manager is that the history of returns is often so short that estimates of risk and performance measures
Something that I’ve struggled with over the past few months is how to reconcile the flood of seemingly disparate economic and financial data. By any
The sorted Beta and Sharpe Ratio for all companies listed in the S&P 500 as of August 2020 are now available. Beta and Sharpe are
If your company offers a 401(K) plan, it can be an effective way to save for your future. With a 401K you get tax benefits,