Below is a weekly summary of our research findings for 5/17/20 through 5/22/20. 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 Returns Around Memorial Day
Best guess is that any anomalous U.S. stock market behavior around Memorial Day is slight strength one trading day after the holiday, but with extra variability for that day. - Best Stock Portfolio Styles During and After Crashes
Evidence from six early crises suggests that equity investors should focus on low-volatility and momentum strategies during stock market crashes, and on high-dividend and small stocks during subsequent recoveries. - Chicago Fed NFCI as U.S. Stock Market Predictor
Evidence from simple tests suggests that weekly change in NFCI may be a useful indicator of future U.S. stock market returns, principally by helping to avoid some or most of stock market crashes. - Exploiting Chicago Fed NFCI Predictive Power
Evidence from simple strategy tests confirms that weekly changes in the NFCI may be a useful for U.S. stock market timing. - Chicago Fed ANFCI as U.S. Stock Market Predictor
Evidence from simple tests suggests that weekly change in ANFCI may be a useful indicator of future U.S. stock market returns, principally by helping to avoid some or most of stock market crashes. - Exploiting Chicago Fed ANFCI Predictive Power
Evidence from simple strategy tests confirms that weekly changes in the ANFCI may be a useful for U.S. stock market timing, but perhaps not as useful as changes in the broader NFCI.
