Below is a weekly summary of our research findings for 2/16/21 through 2/19/21. 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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- Alternative Yield Discount (Inflation) Rates
Evidence suggests that investors require a real yield around 3% for equity operating earnings, 2% for T-notes and 0.4% for T-bills, with stocks relating more strongly to overall inflation rates and T-notes to core/trimmed inflation rates. - Tactical Signals from a Gold/Silver Ratio?
Evidence from simple tests on the available sample does not support belief that investors can boost performance of a gold hedge by temporarily switching to silver when the latter is relatively undervalued. - Cass Freight Index a Stock Market Return Predictor?
Evidence from simple tests offers some support for belief that the Cass Freight data has value for predicting U.S. stock market returns. - SACEVS and SACEMS Performance by Calendar Month
Evidence from simple tests on limited data suggests that SACEVS and SACEMS may exhibit seasonality, with reliability of findings too low to support calendar-based strategy modifications.
