Below is a weekly summary of our research findings for 12/7/20 through 12/11/20. 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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- Stock Market Valuation Ratio Trends
Recent S&P 500 earnings forecasts indicate 12-month trailing earnings-price ratios well below generational “normal” over the next few quarters. - Are Currency Carry Trade ETFs Working?
Available evidence on attractiveness of currency carry trade ETF/ETNs is negative. - Stock Option Momentum and Seasonality
Evidence indicates that gross returns for options on U.S. common stocks exhibit significant short-term reversal, intermediate-term momentum and quarterly/annual cycles. - What Kind of Asset Is Bitcoin?
Evidence from available data suggests Bitcoin over the past five years is not much like any other asset class. - Bitcoin Displacing Gold?
Available evidence from rolling correlations offers perhaps slight support for belief that Bitcoin is displacing gold as a U.S. dollar hedge.
