Below is a weekly summary of our research findings for 11/30/20 through 12/4/20. 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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- U.S. Economy and Equity Market Linkage Weakening?
Evidence indicates that the U.S. stock market capitalization is less related to the economy now than for most of the past 50 years. - Do ETFs Following Gurus/Insiders Work?
Available evidence on attractiveness of guru/insider-following stock ETFs is unconvincing. - Crude Oil Seasonality
Evidence from simple tests supports some belief that crude oil tends to have strong months (March-April) and, especially, weak months (November-December), but high variability inhibits exploitation. - Persistently High Stock Loan Fee as Return Predictor
Evidence indicates that there is reliable information in stock loan fees about subsequent stock returns that concentrates among small stocks with long-term high-fee persistence, but exploitation frictions are high and persistence of high-fee status is not very predictable. - Rough Net Worth Growth Benchmarks
Evidence from U.S. Census Bureau data suggests that individuals must maintain net worth growth rates materially higher than those indicated above to achieve/maintain exceptional wealth.
