Below is a weekly summary of our research findings for 12/28/20 through 12/31/20. 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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- Testing Wilshire 5000/GDP as Stock Market Predictor
Available evidence offers little support for belief that W5000/GDP is a useful U.S. stock market return predictor. - Add REITs to SACEVS?
Evidence from the available sample mostly does not support belief that adding an real estate risk premium to SACEVS offers benefits. - CAPE (P/E10) Version of Fed Model?
Equity markets snap back from COVID-19 lows quickly, perhaps because plunging real bond yields inflate the equity risk premium. - SACEVS-SACEMS for Value-Momentum Diversification
Evidence from available samples suggests that SACEMS and SACEVS in combination are attractive because they usefully diversify each other.
