Below is a weekly summary of our research findings for 7/13/20 through 7/17/20. 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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- Alternative U.S. Stock Market Calendar Visualizations
Evidence from calendar month return distributions suggests the possibility of seasonal tendencies for the U.S. stock market favoring the first month of the first three quarters and December. - Stock Picking Aided by Machine Learning
Evidence indicates that machine learning algorithms may be of value in picking large-capitalization stocks for investors bearing very low trading frictions. - Exploitable Government Bond Return Predictability?
Evidence indicates that government bond return predictability offers exploitable opportunities to investors. - Ending with the Beginning in Mind
Simple modeling and simulations indicate that investors should plan for retirement early with aggressive saving and conservative spending plans to assure desired retirement income. - FactSet S&P 500 Earnings Growth Estimate Evolutions
Evidence from the available “FactSet Earnings Insight” historical series suggests that: (1) quarterly earnings growth estimate evolutions typically have a hook shape; and, (2) bad aggregate earnings growth estimate news may be better for the stock market than good news.
