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U.S. Equity Premium?
March 3, 2023 • Posted in Equity Premium
A subscriber requested measurement of a “premium” associated with U.S. stocks relative to those of other developed markets by looking at the difference in returns between the following two exchange-traded funds (ETF):
- SPDR S&P 500 (SPY)
- iShares MSCI EAFE Index Fund (EFA)
Using monthly dividend-adjusted closing prices for these ETFs during August 2001 (limited by EFA) through January 2023, we find that: (more…)
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