Below is a weekly summary of our research findings for 11/12/18 through 11/16/18. These summaries give you a quick snapshot of our content the past week so that you can quickly decide what’s relevant to your investing needs.
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- Which Economic Variables Really Matter for Stocks?
Evidence from U.S. data indicates that carefully curated and screened economic variables related to yields, housing and optimism are as effective as widely used stock/firm characteristics in explaining/predicting stock returns. - Housing Starts and Future Stock Market/REIT Returns
Evidence from simple tests mostly indicates that monthly change in U.S. housing starts has at best modest use for predicting stock market/REITs performance at the monthly release frequency. - New Home Sales and Future Stock Market/REIT Returns
Evidence from simple tests indicates that monthly change in U.S. new home sales is not a useful predictor of stock market/REITs returns. - U.S. Stock Market Returns Around Thanksgiving
Best guess is that any anomalous U.S. stock market strength around Thanksgiving comes one trading day before and one trading day after the holiday, with the next day weak, but the effect may be weakening and noise generally dominates. - Moving Average Timing of Stock Fundamental Ratios
Evidence indicates that timing stock fundamental ratios using SMAs on associated long and short side indexes may generate attractive performance.
