Below is a weekly summary of our research findings for 10/28/19 through 11/1/19. 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.
Subscribers: To receive these weekly digests via email, click here to sign up for our mailing list.
- Economic Policy Uncertainty and the Stock Market
Evidence from several tests offers little support for belief that economic policy uncertainty as measured by the EPU Index is useful for U.S. stock market timing. - Stock Index Earnings-returns Lead-lag
Available evidence suggests that the relationship between stock index earnings and index return is very noisy and may not be exploitable. - Stock Market Performance Perspectives
Evidence suggests that some investors may prefer to save (rather than reinvest) dividends and that this scenario is the most conservative risk-adjusted benchmark. - SACEVS with Quarterly Allocation Updates
Evidence indicates that updating SACEVS allocations quarterly rather than monthly materially degrades gross performance. - Jim Cramer Using the S&P Oscillator
Very limited evidence indicates that the S&P Short-range Oscillator as applied by Jim Cramer does not work as described.
