Below is a weekly summary of our research findings for 12/10/18 through 12/14/18. 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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- Beta Across Return Measurement Intervals
Evidence suggests that recognizing market beta measurement frequency as an investment risk may improve conventional models of stock returns and associated optimal portfolio formation. - Pervasive Seasonal Relative Weakness Cycles?
Evidence indicates that assets exhibit seasonal reversals in returns that largely offsets return seasonality. - CPI and Stocks Over the Short and Intermediate Terms
Evidence from a variety of simple tests offers very little support for belief that U.S. CPI data alone is useful for short-term or intermediate-term timing of the broad U.S. stock market. - Sunspot Cycle and Stock Market Returns
Evidence from simple tests on available data offers little support for use of sunspot activity as a stock market timing tool, and conflicts with Charles Nenner’s belief. - Does the Sunspot Cycle Predict Grain Prices?
Evidence from simple tests on available data offers very little support for use of sunspot activity as a grains commodity timing tool, with slight indication that high sunspot activity puts downward pressure on price.
